+18.3%
STM vs AZO
+85.8%
-67.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -1.4% | -3.6% | +2.2% | -0.6% |
| 30D | -4.9% | -5.6% | +0.6% | -3.8% |
| 3M | -34.0% | -6.6% | -27.3% | -33.4% |
| 6M | +51.8% | -22.5% | +74.3% | +60.9% |
| YTD | +99.4% | -15.2% | +114.5% | +106.0% |
| 1Y | +99.1% | -33.9% | +133.0% | +120.8% |
| 3Y | +19.5% | +11.8% | +7.7% | +7.3% |
| All | +18.3% | +85.8% | -67.5% | -19.4% |
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 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