+1,465.1%
AZO vs STLA
+252.7%
+1,212.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.7% |
| 7D | -0.5% | +0.7% | -1.2% | -0.6% |
| 30D | -5.6% | -2.4% | -3.3% | -5.5% |
| 3M | -4.0% | -23.9% | +19.9% | -1.5% |
| 6M | -18.9% | -24.6% | +5.7% | -17.0% |
| YTD | -13.0% | -50.5% | +37.5% | -7.4% |
| 1Y | -30.4% | -39.8% | +9.4% | -27.9% |
| 3Y | +12.7% | -65.6% | +78.3% | +22.2% |
| 5Y | +89.6% | -62.1% | +151.7% | +100.4% |
| 10Y | +304.7% | +47.8% | +256.9% | +274.7% |
| All | +1,465.1% | +252.7% | +1,212.4% | +1,388.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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