+77.2%
SPYM vs AZO
+10.0%
+67.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.8% | -3.6% | +2.8% | -0.4% |
| 30D | -1.1% | -5.6% | +4.5% | -0.5% |
| 3M | +3.9% | -6.6% | +10.5% | +4.5% |
| 6M | +13.6% | -22.5% | +36.1% | +16.8% |
| YTD | +12.7% | -15.2% | +27.9% | +14.4% |
| 1Y | +17.6% | -33.9% | +51.5% | +23.6% |
| 3Y | +77.2% | +11.8% | +65.4% | +69.6% |
| All | +77.2% | +10.0% | +67.2% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling