-33.9%
AZO vs FDS
-27.2%
-6.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | 0.0% |
| 7D | -3.6% | -14.0% | +10.4% | -1.4% |
| 30D | -5.6% | -6.2% | +0.7% | -4.8% |
| 3M | -6.6% | +10.2% | -16.8% | -8.0% |
| 6M | -22.5% | +27.4% | -50.0% | -25.1% |
| YTD | -15.2% | -9.3% | -5.9% | -14.2% |
| 1Y | -33.9% | -28.6% | -5.3% | -31.4% |
| All | -33.9% | -27.2% | -6.7% | -31.4% |
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