-32.4%
AFRM vs AZO
+155.3%
-187.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | -4.4% | +1.3% | -5.8% | -4.9% |
| 30D | -7.7% | +12.0% | -19.6% | -11.7% |
| 3M | -16.9% | +7.2% | -24.1% | -19.3% |
| 6M | +2.5% | -3.2% | +5.7% | +2.7% |
| YTD | -12.5% | -3.9% | -8.6% | -13.4% |
| 1Y | -11.0% | -14.7% | +3.6% | -6.8% |
| 3Y | +184.6% | +20.4% | +164.2% | +128.8% |
| 5Y | -56.3% | +72.8% | -129.1% | -72.0% |
| All | -32.4% | +155.3% | -187.7% | -52.8% |
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