+12,685.6%
AZO vs SIRI
-16.9%
+12,702.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | -3.6% | +0.6% | -4.1% | -3.6% |
| 30D | -5.6% | +2.5% | -8.0% | -5.7% |
| 3M | -6.6% | +6.6% | -13.3% | -6.9% |
| 6M | -22.5% | +32.9% | -55.4% | -23.5% |
| YTD | -15.2% | +50.5% | -65.6% | -16.8% |
| 1Y | -33.9% | +28.0% | -61.9% | -34.8% |
| 3Y | +11.8% | -22.4% | +34.2% | +11.6% |
| 5Y | +85.5% | -41.3% | +126.8% | +86.0% |
| 10Y | +298.2% | -10.4% | +308.6% | +292.0% |
| All | +12,685.6% | -16.9% | +12,702.4% | +11,785.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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