-66.5%
AZTA vs SPY
+82.3%
-148.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.4% | +1.0% |
| 7D | -1.5% | -0.8% | -0.8% | -0.4% |
| 30D | -8.0% | -1.1% | -6.9% | -6.5% |
| 3M | +37.4% | +3.9% | +33.5% | +30.0% |
| 6M | +34.9% | +13.6% | +21.3% | +11.4% |
| YTD | -7.2% | +12.7% | -19.9% | -22.1% |
| 1Y | -1.2% | +17.5% | -18.7% | -21.5% |
| 3Y | -40.7% | +76.9% | -117.6% | -74.0% |
| All | -66.5% | +82.3% | -148.8% | -84.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling