+283.7%
AZTA vs SPY
+2,704.6%
-2,420.9%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.5% |
| 7D | -5.0% | -0.4% | -4.6% | -4.5% |
| 30D | -9.5% | -1.4% | -8.2% | -7.5% |
| 3M | +32.7% | +3.7% | +29.0% | +25.2% |
| 6M | +30.4% | +13.0% | +17.3% | +7.3% |
| YTD | -9.4% | +12.4% | -21.7% | -24.5% |
| 1Y | +2.4% | +18.5% | -16.1% | -20.9% |
| 3Y | -42.2% | +77.6% | -119.8% | -76.1% |
| 5Y | -66.7% | +81.7% | -148.4% | -86.4% |
| 10Y | +159.4% | +319.7% | -160.2% | -68.5% |
| All | +283.7% | +2,704.6% | -2,420.9% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling