+50.8%
AZO vs FGI
-69.1%
+119.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.4% |
| 7D | -0.8% | +14.7% | -15.5% | -0.9% |
| 30D | -5.1% | +67.0% | -72.1% | -5.7% |
| 3M | -7.2% | +31.0% | -38.2% | -7.7% |
| 6M | -20.7% | +126.8% | -147.6% | -21.7% |
| YTD | -14.2% | +35.6% | -49.8% | -15.0% |
| 1Y | -32.2% | +108.9% | -141.1% | -33.2% |
| 3Y | +11.1% | -0.3% | +11.4% | +9.7% |
| All | +50.8% | -69.1% | +119.8% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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