+11.8%
AZO vs SPY
+77.0%
-65.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.4% |
| 7D | -3.6% | -0.8% | -2.8% | -3.4% |
| 30D | -5.6% | -1.1% | -4.5% | -5.3% |
| 3M | -6.6% | +3.9% | -10.5% | -7.6% |
| 6M | -22.5% | +13.6% | -36.1% | -25.4% |
| YTD | -15.2% | +12.7% | -27.9% | -18.2% |
| 1Y | -33.9% | +17.5% | -51.4% | -37.1% |
| 3Y | +11.8% | +76.9% | -65.1% | -11.1% |
| All | +11.8% | +77.0% | -65.2% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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