-100.0%
AZTR vs SPY
+77.0%
-176.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.6% |
| 7D | -1.1% | -0.8% | -0.3% | -0.7% |
| 30D | +31.9% | -1.1% | +32.9% | +32.8% |
| 3M | -19.5% | +3.9% | -23.3% | -21.4% |
| 6M | -7.3% | +13.6% | -20.9% | -15.4% |
| YTD | -32.8% | +12.7% | -45.5% | -38.2% |
| 1Y | -77.8% | +17.5% | -95.3% | -80.1% |
| 3Y | -100.0% | +76.9% | -176.9% | -100.0% |
| All | -100.0% | +77.0% | -176.9% | -100.0% |
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