+282.9%
SPGI vs AZO
+296.8%
-14.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | -7.4% | -3.6% | -3.8% | -6.3% |
| 30D | +0.4% | -5.6% | +5.9% | +2.2% |
| 3M | +5.3% | -6.6% | +11.9% | +7.2% |
| 6M | +1.7% | -22.5% | +24.2% | +9.8% |
| YTD | -16.4% | -15.2% | -1.2% | -12.8% |
| 1Y | -20.5% | -33.9% | +13.4% | -9.9% |
| 3Y | +14.2% | +11.8% | +2.4% | +6.1% |
| 5Y | +0.6% | +85.5% | -84.9% | -23.6% |
| All | +282.9% | +296.8% | -14.0% | +137.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling