+2,273.4%
STM vs AZO
+10,985.9%
-8,712.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.1% |
| 7D | +5.2% | -0.5% | +5.7% | +5.4% |
| 30D | -7.4% | -5.6% | -1.7% | -5.5% |
| 3M | -30.6% | -4.0% | -26.7% | -30.4% |
| 6M | +66.4% | -18.9% | +85.3% | +77.1% |
| YTD | +101.1% | -13.0% | +114.1% | +108.1% |
| 1Y | +97.4% | -30.4% | +127.8% | +121.3% |
| 3Y | +21.1% | +12.7% | +8.5% | +10.4% |
| 5Y | +22.5% | +89.6% | -67.2% | -10.1% |
| 10Y | +657.6% | +304.7% | +352.9% | +302.3% |
| All | +2,273.4% | +10,985.9% | -8,712.4% | +303.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling