+2,233.8%
SAP vs AZO
+10,847.9%
-8,614.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -2.9% | +0.7% | -3.6% | -3.1% |
| 30D | +9.0% | -2.7% | +11.7% | +9.8% |
| 3M | +14.9% | -3.2% | +18.1% | +16.1% |
| 6M | +11.9% | -19.7% | +31.6% | +19.0% |
| YTD | -9.9% | -12.0% | +2.1% | -7.0% |
| 1Y | -19.5% | -29.5% | +10.0% | -11.6% |
| 3Y | +61.8% | +17.3% | +44.5% | +50.6% |
| 5Y | +56.2% | +94.1% | -37.9% | +23.2% |
| 10Y | +180.6% | +303.3% | -122.7% | +70.9% |
| All | +2,233.8% | +10,847.9% | -8,614.1% | +425.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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