+12.0%
AZO vs FFIV
+147.5%
-135.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.9% |
| 7D | -2.9% | +1.6% | -4.5% | -3.0% |
| 30D | -5.3% | -3.7% | -1.5% | -5.1% |
| 3M | -7.3% | +2.0% | -9.3% | -7.6% |
| 6M | -22.7% | +39.3% | -61.9% | -24.7% |
| YTD | -15.0% | +56.1% | -71.1% | -18.0% |
| 1Y | -32.2% | +22.0% | -54.2% | -33.3% |
| All | +12.0% | +147.5% | -135.5% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling