+250.1%
SPOT vs AZO
+365.6%
-115.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -6.9% | -2.9% | -3.9% | -6.2% |
| 30D | +4.1% | -5.3% | +9.4% | +5.4% |
| 3M | +3.7% | -7.3% | +11.1% | +5.3% |
| 6M | -1.6% | -22.7% | +21.1% | +3.6% |
| YTD | -10.2% | -15.0% | +4.9% | -7.6% |
| 1Y | -25.9% | -32.2% | +6.3% | -19.9% |
| 3Y | +235.6% | +10.0% | +225.6% | +217.9% |
| 5Y | +110.6% | +85.8% | +24.7% | +72.8% |
| All | +250.1% | +365.6% | -115.5% | +163.3% |
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