-12.2%
AFRM vs AZO
-32.5%
+20.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.2% | +5.1% |
| 7D | -1.3% | -3.6% | +2.3% | -1.8% |
| 30D | -2.7% | -5.6% | +2.9% | -3.4% |
| 3M | +7.4% | -6.6% | +14.1% | +6.4% |
| 6M | +40.7% | -22.5% | +63.2% | +32.2% |
| YTD | -4.0% | -15.2% | +11.2% | -5.5% |
| 1Y | -12.2% | -33.9% | +21.7% | -27.0% |
| All | -12.2% | -32.5% | +20.3% | -27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling