+26,267.2%
AZZ vs SPY
+3,091.8%
+23,175.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.2% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -7.9% | +0.1% | -7.9% | -7.9% |
| 3M | +1.3% | +2.0% | -0.7% | -0.5% |
| 6M | +5.9% | +13.0% | -7.1% | -5.1% |
| YTD | +31.3% | +13.5% | +17.7% | +17.0% |
| 1Y | +20.8% | +20.0% | +0.8% | +2.3% |
| 3Y | +193.5% | +77.2% | +116.3% | +76.3% |
| 5Y | +177.2% | +81.9% | +95.3% | +61.9% |
| 10Y | +140.3% | +314.1% | -173.7% | -31.0% |
| All | +26,267.2% | +3,091.8% | +23,175.4% | +1,974.8% |
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