+288.6%
AZO vs FFIV
+249.4%
+39.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.8% |
| 7D | -3.6% | +5.4% | -9.0% | -4.7% |
| 30D | -5.6% | -2.7% | -2.9% | -5.2% |
| 3M | -6.6% | +4.5% | -11.2% | -7.9% |
| 6M | -22.5% | +42.2% | -64.7% | -28.8% |
| YTD | -15.2% | +61.3% | -76.5% | -24.6% |
| 1Y | -33.9% | +23.0% | -57.0% | -37.8% |
| 3Y | +11.8% | +156.3% | -144.5% | -14.6% |
| 5Y | +85.5% | +102.9% | -17.3% | +49.0% |
| All | +288.6% | +249.4% | +39.2% | +166.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling