+106.6%
SPG vs AZO
+10.2%
+96.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -2.2% | -2.9% | +0.7% | -1.7% |
| 30D | -5.8% | -5.3% | -0.5% | -4.9% |
| 3M | -2.8% | -7.3% | +4.6% | -1.6% |
| 6M | +8.9% | -22.7% | +31.6% | +13.4% |
| YTD | +14.3% | -15.0% | +29.3% | +16.7% |
| 1Y | +19.5% | -32.2% | +51.7% | +27.3% |
| All | +106.6% | +10.2% | +96.4% | +99.2% |
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