+16,306.9%
AZO vs SPY
+3,040.6%
+13,266.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.6% |
| 7D | -2.9% | -2.0% | -0.9% | -1.6% |
| 30D | -5.3% | -1.7% | -3.6% | -4.2% |
| 3M | -7.3% | +4.7% | -12.1% | -10.5% |
| 6M | -22.7% | +12.5% | -35.2% | -28.9% |
| YTD | -15.0% | +11.7% | -26.8% | -21.6% |
| 1Y | -32.2% | +17.5% | -49.7% | -39.8% |
| 3Y | +10.0% | +76.6% | -66.6% | -27.7% |
| 5Y | +85.8% | +82.0% | +3.8% | +18.2% |
| 10Y | +298.9% | +317.1% | -18.3% | +39.9% |
| All | +16,306.9% | +3,040.6% | +13,266.4% | +855.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling