-29.5%
AZO vs SITM
+174.8%
-204.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.5% | -6.0% | +0.6% |
| 7D | +0.7% | +9.7% | -9.0% | +0.9% |
| 30D | -2.7% | +12.7% | -15.4% | -2.4% |
| 3M | -3.2% | -13.4% | +10.2% | -2.7% |
| 6M | -19.7% | +59.6% | -79.4% | -20.6% |
| YTD | -12.0% | +73.3% | -85.3% | -12.0% |
| 1Y | -29.5% | +165.5% | -195.1% | -26.4% |
| All | -29.5% | +174.8% | -204.3% | -26.4% |
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