+12.7%
AZO vs FGI
-6.2%
+18.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.1% |
| 7D | -0.5% | +5.2% | -5.6% | -0.5% |
| 30D | -5.6% | +65.2% | -70.8% | -5.8% |
| 3M | -4.0% | +30.2% | -34.2% | -4.1% |
| 6M | -18.9% | +87.8% | -106.8% | -19.2% |
| YTD | -13.0% | +32.5% | -45.4% | -13.3% |
| 1Y | -30.4% | +93.6% | -124.0% | -30.3% |
| 3Y | +12.7% | -2.6% | +15.3% | +13.5% |
| All | +12.7% | -6.2% | +18.9% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling