+15,641.9%
AZO vs SM
+1,670.2%
+13,971.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -1.3% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -5.6% | +31.5% | -37.1% | -7.2% |
| 3M | -4.0% | +17.3% | -21.3% | -5.2% |
| 6M | -18.9% | +48.5% | -67.5% | -21.3% |
| YTD | -13.0% | +106.3% | -119.2% | -17.2% |
| 1Y | -30.4% | +47.3% | -77.7% | -32.6% |
| 3Y | +12.7% | -1.4% | +14.1% | +10.3% |
| 5Y | +89.6% | +114.0% | -24.4% | +73.5% |
| 10Y | +304.7% | +12.5% | +292.2% | +233.3% |
| All | +15,641.9% | +1,670.2% | +13,971.7% | +9,232.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling