+17.7%
STM vs AZO
+10.2%
+7.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -1.1% | -2.9% | +1.9% | -0.9% |
| 30D | -7.8% | -5.3% | -2.5% | -7.6% |
| 3M | -28.2% | -7.3% | -20.8% | -28.0% |
| 6M | +52.0% | -22.7% | +74.6% | +56.1% |
| YTD | +96.4% | -15.0% | +111.4% | +100.4% |
| 1Y | +98.8% | -32.2% | +131.1% | +107.4% |
| All | +17.7% | +10.2% | +7.5% | +10.4% |
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