+49.2%
AZO vs FGI
-66.2%
+115.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.4% | -10.5% | -1.1% |
| 7D | -2.9% | +22.8% | -25.7% | -3.0% |
| 30D | -5.3% | +85.9% | -91.2% | -5.9% |
| 3M | -7.3% | +32.4% | -39.7% | -7.8% |
| 6M | -22.7% | +106.3% | -129.0% | -23.6% |
| YTD | -15.0% | +48.4% | -63.5% | -15.9% |
| 1Y | -32.2% | +116.4% | -148.6% | -33.2% |
| 3Y | +10.0% | +9.2% | +0.8% | +8.6% |
| All | +49.2% | -66.2% | +115.4% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling