-9.5%
AZO vs STZ
+14.7%
-24.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.3% | -1.4% | +2.6% |
| 7D | +5.3% | +13.0% | -7.6% | +2.5% |
| 30D | +18.4% | +29.4% | -11.0% | +12.3% |
| 3M | +9.8% | +11.6% | -1.8% | +6.9% |
| 6M | -4.5% | -0.2% | -4.3% | -5.6% |
| YTD | -1.9% | +8.6% | -10.5% | -2.0% |
| 1Y | -9.5% | +15.9% | -25.5% | -11.2% |
| All | -9.5% | +14.7% | -24.3% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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