+83.1%
SPY vs AZO
+85.8%
-2.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | -0.8% | -3.6% | +2.8% | 0.0% |
| 30D | -1.1% | -5.6% | +4.5% | +0.1% |
| 3M | +3.9% | -6.6% | +10.5% | +5.0% |
| 6M | +13.6% | -22.5% | +36.1% | +19.6% |
| YTD | +12.7% | -15.2% | +27.9% | +15.7% |
| 1Y | +17.5% | -33.9% | +51.4% | +28.5% |
| 3Y | +76.9% | +11.8% | +65.1% | +63.3% |
| All | +83.1% | +85.8% | -2.6% | +39.7% |
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