+8,276.9%
AZO vs FDS
+8,778.1%
-501.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.6% |
| 7D | -0.8% | -8.8% | +8.0% | +1.2% |
| 30D | -5.1% | -1.4% | -3.7% | -5.0% |
| 3M | -7.2% | +13.9% | -21.1% | -10.4% |
| 6M | -20.7% | +27.4% | -48.1% | -25.9% |
| YTD | -14.2% | -2.5% | -11.7% | -15.2% |
| 1Y | -32.2% | -23.8% | -8.4% | -29.4% |
| 3Y | +11.1% | -32.5% | +43.6% | +18.0% |
| 5Y | +87.6% | -23.2% | +110.8% | +92.4% |
| 10Y | +302.9% | +76.4% | +226.5% | +242.9% |
| All | +8,276.9% | +8,778.1% | -501.2% | +3,204.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling