+549.8%
AZO vs SFM
+108.9%
+440.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.6% | -0.9% |
| 7D | -0.8% | -7.2% | +6.4% | +0.1% |
| 30D | -5.1% | -14.3% | +9.2% | -3.3% |
| 3M | -7.2% | -13.7% | +6.5% | -5.7% |
| 6M | -20.7% | -6.0% | -14.7% | -20.7% |
| YTD | -14.2% | -8.2% | -5.9% | -14.1% |
| 1Y | -32.2% | -46.2% | +14.1% | -27.4% |
| 3Y | +11.1% | +83.6% | -72.4% | -1.7% |
| 5Y | +87.6% | +212.7% | -125.1% | +51.3% |
| 10Y | +302.9% | +273.0% | +29.9% | +209.3% |
| All | +549.8% | +108.9% | +440.9% | +419.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling