-9.5%
AZO vs FFIV
+33.5%
-43.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.4% | +3.9% |
| 7D | +5.3% | -9.8% | +15.1% | +4.8% |
| 30D | +18.4% | -28.1% | +46.5% | +16.8% |
| 3M | +9.8% | -20.0% | +29.8% | +8.9% |
| 6M | -4.5% | -0.1% | -4.4% | -5.5% |
| YTD | -1.9% | +29.2% | -31.1% | -2.3% |
| 1Y | -9.5% | +36.6% | -46.1% | -8.7% |
| All | -9.5% | +33.5% | -43.0% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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