+9,800.6%
AZO vs FFIV
+7,502.3%
+2,298.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.0% |
| 7D | -0.5% | -1.5% | +1.1% | -0.3% |
| 30D | -5.6% | -2.7% | -3.0% | -5.4% |
| 3M | -4.0% | -1.7% | -2.3% | -4.0% |
| 6M | -18.9% | +36.1% | -55.1% | -21.4% |
| YTD | -13.0% | +52.6% | -65.6% | -16.5% |
| 1Y | -30.4% | +21.5% | -52.0% | -32.1% |
| 3Y | +12.7% | +142.7% | -130.0% | +2.9% |
| 5Y | +89.6% | +92.6% | -2.9% | +75.9% |
| 10Y | +304.7% | +225.5% | +79.2% | +255.9% |
| All | +9,800.6% | +7,502.3% | +2,298.2% | +5,944.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling