+115.3%
SPOT vs AZO
+85.8%
+29.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | -3.1% | -3.6% | +0.5% | -2.4% |
| 30D | +7.4% | -5.6% | +12.9% | +8.6% |
| 3M | +8.2% | -6.6% | +14.8% | +9.5% |
| 6M | +2.2% | -22.5% | +24.7% | +7.0% |
| YTD | -9.5% | -15.2% | +5.7% | -7.2% |
| 1Y | -23.8% | -33.9% | +10.1% | -17.6% |
| 3Y | +233.5% | +11.8% | +221.7% | +210.7% |
| All | +115.3% | +85.8% | +29.5% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling