-100.0%
AZTR vs SPY
+78.6%
-178.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.8% |
| 7D | -1.7% | -0.4% | -1.3% | -1.4% |
| 30D | +27.1% | -1.4% | +28.5% | +28.4% |
| 3M | -16.0% | +3.7% | -19.7% | -18.4% |
| 6M | -12.3% | +13.0% | -25.3% | -20.4% |
| YTD | -32.8% | +12.4% | -45.2% | -38.6% |
| 1Y | -77.1% | +18.5% | -95.6% | -80.0% |
| 3Y | -100.0% | +77.6% | -177.6% | -100.0% |
| All | -100.0% | +78.6% | -178.6% | -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 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