+17,056.4%
STX vs AZO
+3,594.1%
+13,462.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.1% | +7.5% | +6.8% |
| 7D | +10.7% | -0.5% | +11.2% | +10.9% |
| 30D | +11.3% | -5.6% | +16.9% | +13.2% |
| 3M | +3.2% | -4.0% | +7.2% | +3.1% |
| 6M | +157.0% | -18.9% | +175.9% | +170.9% |
| YTD | +229.2% | -13.0% | +242.2% | +237.4% |
| 1Y | +381.8% | -30.4% | +412.3% | +432.5% |
| 3Y | +1,383.2% | +12.7% | +1,370.5% | +1,235.3% |
| 5Y | +1,144.9% | +89.6% | +1,055.2% | +798.2% |
| 10Y | +3,676.0% | +304.7% | +3,371.4% | +1,812.9% |
| All | +17,056.4% | +3,594.1% | +13,462.2% | +3,091.5% |
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