+71.6%
AZO vs STLD
+291.0%
-219.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.5% |
| 7D | -2.6% | -0.5% | -2.2% | -2.6% |
| 30D | +11.7% | -0.1% | +11.8% | +11.6% |
| 3M | +6.4% | -9.2% | +15.6% | +7.3% |
| 6M | -5.5% | +1.8% | -7.3% | -6.4% |
| YTD | -4.5% | +42.1% | -46.7% | -9.4% |
| 1Y | -13.8% | +58.5% | -72.3% | -19.4% |
| 3Y | +19.8% | +128.2% | -108.4% | +4.1% |
| 5Y | +71.6% | +288.2% | -216.6% | +31.7% |
| All | +71.6% | +291.0% | -219.4% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling