+149.6%
AZZ vs SPY
+315.0%
-165.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +3.1% |
| 7D | -3.1% | +0.1% | -3.2% | -3.0% |
| 30D | -2.8% | -3.3% | +0.6% | +1.0% |
| 3M | -11.8% | -2.4% | -9.4% | -9.4% |
| 6M | -9.7% | +2.6% | -12.3% | -11.8% |
| YTD | +24.7% | +11.2% | +13.5% | +11.8% |
| 1Y | +33.7% | +13.4% | +20.3% | +17.4% |
| 3Y | +196.1% | +79.9% | +116.2% | +62.8% |
| 5Y | +147.5% | +72.2% | +75.3% | +41.5% |
| 10Y | +149.6% | +307.3% | -157.7% | -47.7% |
| All | +149.6% | +315.0% | -165.4% | -47.7% |
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 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