+318.0%
SPYM vs AZO
+296.8%
+21.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.8% | -3.6% | +2.8% | +0.2% |
| 30D | -1.1% | -5.6% | +4.5% | +0.5% |
| 3M | +3.9% | -6.6% | +10.5% | +5.4% |
| 6M | +13.6% | -22.5% | +36.1% | +21.3% |
| YTD | +12.7% | -15.2% | +27.9% | +16.7% |
| 1Y | +17.6% | -33.9% | +51.5% | +31.0% |
| 3Y | +77.2% | +11.8% | +65.4% | +64.2% |
| 5Y | +84.1% | +85.5% | -1.4% | +41.6% |
| All | +318.0% | +296.8% | +21.2% | +163.8% |
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