-40.7%
AZTA vs SPY
+77.0%
-117.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.4% | +1.1% |
| 7D | -1.5% | -0.8% | -0.8% | -0.5% |
| 30D | -8.0% | -1.1% | -6.9% | -6.6% |
| 3M | +37.4% | +3.9% | +33.5% | +30.3% |
| 6M | +34.9% | +13.6% | +21.3% | +12.0% |
| YTD | -7.2% | +12.7% | -19.9% | -21.7% |
| 1Y | -1.2% | +17.5% | -18.7% | -20.8% |
| 3Y | -40.7% | +76.9% | -117.6% | -74.9% |
| All | -40.7% | +77.0% | -117.7% | -74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling