+45.4%
SMR vs AZO
+10.0%
+35.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.2% | -15.5% | -15.7% |
| 7D | -11.2% | -3.6% | -7.7% | -11.3% |
| 30D | -10.2% | -5.6% | -4.7% | -10.3% |
| 3M | -10.0% | -6.6% | -3.4% | -10.0% |
| 6M | -30.5% | -22.5% | -7.9% | -29.7% |
| YTD | -39.2% | -15.2% | -24.1% | -38.4% |
| 1Y | -75.5% | -33.9% | -41.6% | -74.7% |
| 3Y | +45.4% | +11.8% | +33.6% | +15.0% |
| All | +45.4% | +10.0% | +35.4% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling