+11.8%
AZO vs SITM
+452.7%
-440.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -0.1% |
| 7D | -3.6% | +3.9% | -7.4% | -3.6% |
| 30D | -5.6% | -6.6% | +1.0% | -5.6% |
| 3M | -6.6% | -11.9% | +5.2% | -6.4% |
| 6M | -22.5% | +81.1% | -103.6% | -22.8% |
| YTD | -15.2% | +80.0% | -95.2% | -15.4% |
| 1Y | -33.9% | +145.8% | -179.8% | -34.1% |
| 3Y | +11.8% | +475.9% | -464.1% | +9.9% |
| All | +11.8% | +452.7% | -440.8% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling