-9.5%
AZO vs FDS
+31.1%
-40.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.9% | +1.0% | +3.5% |
| 7D | +5.3% | +9.4% | -4.1% | +3.9% |
| 30D | +18.4% | +23.8% | -5.3% | +14.8% |
| 3M | +9.8% | +25.1% | -15.3% | +6.0% |
| 6M | -4.5% | +53.8% | -58.3% | -9.9% |
| YTD | -1.9% | +19.6% | -21.5% | -5.9% |
| 1Y | -9.5% | +31.6% | -41.2% | -15.8% |
| All | -9.5% | +31.1% | -40.7% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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