-33.9%
AZO vs SFM
-46.0%
+12.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -0.9% | -0.2% |
| 7D | -3.6% | -10.6% | +7.0% | -3.2% |
| 30D | -5.6% | -15.5% | +9.9% | -5.1% |
| 3M | -6.6% | -17.4% | +10.8% | -6.3% |
| 6M | -22.5% | -3.4% | -19.1% | -22.7% |
| YTD | -15.2% | -8.7% | -6.5% | -15.8% |
| 1Y | -33.9% | -47.2% | +13.2% | -35.4% |
| All | -33.9% | -46.0% | +12.1% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling