-29.5%
AZO vs STLD
+89.3%
-118.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.5% |
| 7D | +0.7% | +3.1% | -2.4% | +0.7% |
| 30D | -2.7% | -9.0% | +6.3% | -2.6% |
| 3M | -3.2% | -12.4% | +9.2% | -2.8% |
| 6M | -19.7% | +25.5% | -45.2% | -22.1% |
| YTD | -12.0% | +43.6% | -55.7% | -13.1% |
| 1Y | -29.5% | +87.2% | -116.7% | -28.3% |
| All | -29.5% | +89.3% | -118.8% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling