-29.5%
AZO vs FDS
-17.4%
-12.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.0% |
| 7D | +0.7% | -1.9% | +2.6% | +1.0% |
| 30D | -2.7% | +9.0% | -11.7% | -4.1% |
| 3M | -3.2% | +18.9% | -22.1% | -6.1% |
| 6M | -19.7% | +35.1% | -54.9% | -23.3% |
| YTD | -12.0% | +5.5% | -17.5% | -12.7% |
| 1Y | -29.5% | -16.8% | -12.7% | -25.6% |
| All | -29.5% | -17.4% | -12.1% | -25.6% |
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