-73.1%
SMR vs AZO
-28.9%
-44.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.4% |
| 7D | +4.4% | +0.7% | +3.7% | +4.6% |
| 30D | +3.4% | -2.7% | +6.1% | +2.8% |
| 3M | -19.2% | -3.2% | -16.0% | -19.3% |
| 6M | -22.6% | -19.7% | -2.9% | -25.9% |
| YTD | -31.5% | -12.0% | -19.5% | -28.7% |
| 1Y | -73.1% | -29.5% | -43.6% | -75.5% |
| All | -73.1% | -28.9% | -44.2% | -75.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling