+288.6%
AZO vs FHN
+128.3%
+160.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -3.6% | -1.2% | -2.4% | -3.4% |
| 30D | -5.6% | -4.8% | -0.8% | -4.7% |
| 3M | -6.6% | -0.7% | -5.9% | -6.6% |
| 6M | -22.5% | +10.6% | -33.1% | -23.9% |
| YTD | -15.2% | +4.6% | -19.8% | -16.1% |
| 1Y | -33.9% | +11.4% | -45.3% | -35.5% |
| 3Y | +11.8% | +132.3% | -120.4% | -7.2% |
| 5Y | +85.5% | +90.2% | -4.6% | +52.2% |
| All | +288.6% | +128.3% | +160.2% | +180.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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