+12.0%
AZO vs FDS
-36.6%
+48.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.8% | +4.8% | +0.1% |
| 7D | -2.9% | -16.0% | +13.1% | +0.2% |
| 30D | -5.3% | -6.7% | +1.4% | -4.2% |
| 3M | -7.3% | +6.0% | -13.3% | -8.7% |
| 6M | -22.7% | +25.1% | -47.8% | -26.4% |
| YTD | -15.0% | -8.1% | -6.9% | -13.6% |
| 1Y | -32.2% | -26.0% | -6.2% | -27.3% |
| All | +12.0% | -36.6% | +48.6% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling