+288.6%
AZO vs STZ
-11.3%
+299.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | -3.6% | -4.5% | +0.9% | -2.4% |
| 30D | -5.6% | -8.6% | +3.0% | -3.3% |
| 3M | -6.6% | -13.8% | +7.1% | -3.0% |
| 6M | -22.5% | -17.2% | -5.4% | -18.7% |
| YTD | -15.2% | -9.4% | -5.8% | -13.6% |
| 1Y | -33.9% | -11.9% | -22.1% | -32.4% |
| 3Y | +11.8% | -49.6% | +61.4% | +32.6% |
| 5Y | +85.5% | -37.2% | +122.7% | +103.5% |
| All | +288.6% | -11.3% | +299.9% | +266.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling