+12,490.0%
SPGI vs AZO
+42,832.5%
-30,342.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.9% |
| 7D | -2.5% | -0.5% | -2.0% | -2.3% |
| 30D | +5.4% | -5.6% | +11.0% | +7.1% |
| 3M | +9.0% | -4.0% | +13.0% | +9.9% |
| 6M | +0.8% | -18.9% | +19.7% | +6.2% |
| YTD | -12.6% | -13.0% | +0.4% | -10.0% |
| 1Y | -16.1% | -30.4% | +14.3% | -8.3% |
| 3Y | +19.0% | +12.7% | +6.3% | +12.6% |
| 5Y | +5.1% | +89.6% | -84.6% | -15.0% |
| 10Y | +295.5% | +304.7% | -9.2% | +153.6% |
| All | +12,490.0% | +42,832.5% | -30,342.5% | +3,507.4% |
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