+85.8%
AZO vs FFIV
+95.0%
-9.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | -2.9% | +1.6% | -4.5% | -3.2% |
| 30D | -5.3% | -3.7% | -1.5% | -4.9% |
| 3M | -7.3% | +2.0% | -9.3% | -7.9% |
| 6M | -22.7% | +39.3% | -61.9% | -27.2% |
| YTD | -15.0% | +56.1% | -71.1% | -21.8% |
| 1Y | -32.2% | +22.0% | -54.2% | -35.0% |
| 3Y | +10.0% | +148.2% | -138.2% | -12.5% |
| 5Y | +85.8% | +96.3% | -10.5% | +63.5% |
| All | +85.8% | +95.0% | -9.2% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling