+12.0%
AZO vs SM
-0.7%
+12.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | -2.9% | +2.1% | -5.1% | -2.9% |
| 30D | -5.3% | +18.1% | -23.4% | -5.1% |
| 3M | -7.3% | +17.0% | -24.3% | -7.2% |
| 6M | -22.7% | +55.4% | -78.1% | -22.4% |
| YTD | -15.0% | +108.6% | -123.6% | -14.8% |
| 1Y | -32.2% | +45.7% | -77.9% | -32.1% |
| All | +12.0% | -0.7% | +12.7% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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