+1,283.9%
STX vs AZO
+10.0%
+1,273.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.6% | -3.7% |
| 7D | -2.3% | -3.6% | +1.3% | -2.6% |
| 30D | -5.5% | -5.6% | +0.1% | -6.0% |
| 3M | -4.3% | -6.6% | +2.3% | -4.6% |
| 6M | +115.6% | -22.5% | +138.1% | +117.0% |
| YTD | +202.2% | -15.2% | +217.4% | +203.2% |
| 1Y | +325.3% | -33.9% | +359.2% | +337.2% |
| 3Y | +1,283.9% | +11.8% | +1,272.1% | +1,155.7% |
| All | +1,283.9% | +10.0% | +1,273.9% | +1,155.7% |
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