-24.9%
AFRM vs AZO
+133.6%
-158.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.8% |
| 7D | -7.0% | +0.7% | -7.7% | -7.3% |
| 30D | -7.8% | -2.7% | -5.1% | -6.9% |
| 3M | +5.3% | -3.2% | +8.5% | +6.0% |
| 6M | +42.6% | -19.7% | +62.4% | +54.8% |
| YTD | -2.8% | -12.0% | +9.2% | -0.2% |
| 1Y | -19.3% | -29.5% | +10.2% | -7.9% |
| 3Y | +231.0% | +17.3% | +213.6% | +164.0% |
| 5Y | -22.2% | +94.1% | -116.3% | -48.0% |
| All | -24.9% | +133.6% | -158.5% | -45.6% |
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