+6.1%
AZTA vs SPY
+20.8%
-14.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.1% |
| 7D | -4.9% | +0.1% | -5.0% | -5.1% |
| 30D | -1.5% | +0.1% | -1.6% | -1.6% |
| 3M | +37.2% | +2.0% | +35.2% | +33.4% |
| 6M | +24.7% | +13.0% | +11.7% | -0.7% |
| YTD | -5.8% | +13.5% | -19.3% | -25.3% |
| 1Y | +6.1% | +20.0% | -13.8% | -31.4% |
| All | +6.1% | +20.8% | -14.7% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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