+143.8%
AZZ vs SPY
+311.3%
-167.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | +0.2% |
| 7D | +2.7% | +0.5% | +2.2% | +2.1% |
| 30D | -7.6% | -0.9% | -6.6% | -6.6% |
| 3M | +1.6% | +3.9% | -2.3% | -2.3% |
| 6M | +12.8% | +14.5% | -1.7% | -2.2% |
| YTD | +30.7% | +12.9% | +17.8% | +15.0% |
| 1Y | +21.5% | +19.4% | +2.2% | +0.8% |
| 3Y | +209.2% | +78.5% | +130.7% | +70.5% |
| 5Y | +185.2% | +81.8% | +103.5% | +53.1% |
| 10Y | +143.8% | +311.5% | -167.7% | -51.0% |
| All | +143.8% | +311.3% | -167.5% | -51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling