-9.5%
AZO vs SITM
+47.5%
-57.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -9.4% | +13.3% | +3.6% |
| 7D | +5.3% | -19.5% | +24.9% | +4.8% |
| 30D | +18.4% | -43.2% | +61.6% | +17.4% |
| 3M | +9.8% | -30.8% | +40.7% | +9.1% |
| 6M | -4.5% | -28.6% | +24.1% | -6.0% |
| YTD | -1.9% | +14.2% | -16.1% | -4.7% |
| 1Y | -9.5% | +44.4% | -53.9% | -11.1% |
| All | -9.5% | +47.5% | -57.0% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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