+148.1%
AZO vs SITM
+4,789.7%
-4,641.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -0.4% |
| 7D | -3.6% | +3.9% | -7.4% | -3.7% |
| 30D | -5.6% | -6.6% | +1.0% | -5.4% |
| 3M | -6.6% | -11.9% | +5.2% | -6.6% |
| 6M | -22.5% | +81.1% | -103.6% | -25.4% |
| YTD | -15.2% | +80.0% | -95.2% | -18.4% |
| 1Y | -33.9% | +145.8% | -179.8% | -37.7% |
| 3Y | +11.8% | +475.9% | -464.1% | -2.6% |
| 5Y | +85.5% | +189.2% | -103.7% | +62.5% |
| All | +148.1% | +4,789.7% | -4,641.6% | +68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling