+85.2%
AZO vs STZ
-37.6%
+122.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | -3.6% | -4.5% | +0.9% | -2.6% |
| 30D | -5.6% | -8.6% | +3.0% | -3.7% |
| 3M | -6.6% | -13.8% | +7.1% | -3.7% |
| 6M | -22.5% | -17.2% | -5.4% | -19.4% |
| YTD | -15.2% | -9.4% | -5.8% | -13.9% |
| 1Y | -33.9% | -11.9% | -22.1% | -32.7% |
| 3Y | +11.8% | -49.6% | +61.4% | +31.2% |
| All | +85.2% | -37.6% | +122.8% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling