-4.6%
STM vs AZO
+72.0%
-76.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +12.0% | +1.3% | +10.7% | +11.8% |
| 30D | -0.4% | +12.0% | -12.3% | -2.8% |
| 3M | -13.2% | +7.2% | -20.4% | -14.7% |
| 6M | -26.1% | -3.2% | -22.9% | -25.9% |
| YTD | +81.2% | -3.9% | +85.1% | +82.0% |
| 1Y | +98.3% | -14.7% | +113.0% | +105.8% |
| 3Y | +16.7% | +20.4% | -3.7% | +4.0% |
| All | -4.6% | +72.0% | -76.6% | -32.4% |
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