+54.5%
AZO vs FGI
-70.4%
+124.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.5% | -7.0% | +0.5% |
| 7D | +0.7% | +0.5% | +0.2% | +0.7% |
| 30D | -2.7% | +65.4% | -68.1% | -3.3% |
| 3M | -3.2% | +23.5% | -26.7% | -3.6% |
| 6M | -19.7% | +60.5% | -80.3% | -20.6% |
| YTD | -12.0% | +30.0% | -42.0% | -12.9% |
| 1Y | -29.5% | +82.1% | -111.6% | -30.5% |
| 3Y | +17.3% | -4.4% | +21.7% | +15.9% |
| All | +54.5% | -70.4% | +124.9% | +55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling