-25.9%
AFRM vs AZO
+125.3%
-151.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.2% | +5.1% |
| 7D | -1.3% | -3.6% | +2.3% | +0.2% |
| 30D | -2.7% | -5.6% | +2.9% | -0.5% |
| 3M | +7.4% | -6.6% | +14.1% | +9.8% |
| 6M | +40.7% | -22.5% | +63.2% | +54.9% |
| YTD | -4.0% | -15.2% | +11.2% | 0.0% |
| 1Y | -12.2% | -33.9% | +21.7% | +3.3% |
| 3Y | +203.1% | +11.8% | +191.3% | +147.6% |
| 5Y | -42.2% | +85.5% | -127.8% | -60.9% |
| All | -25.9% | +125.3% | -151.1% | -45.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling