+39,538.7%
AZO vs FHN
+1,617.4%
+37,921.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -5.1% | -2.6% | -2.5% | -4.7% |
| 3M | -7.2% | 0.0% | -7.3% | -7.3% |
| 6M | -20.7% | +9.2% | -30.0% | -22.2% |
| YTD | -14.2% | +4.3% | -18.5% | -15.1% |
| 1Y | -32.2% | +10.8% | -42.9% | -33.9% |
| 3Y | +11.1% | +130.7% | -119.6% | -8.9% |
| 5Y | +87.6% | +87.4% | +0.2% | +53.4% |
| 10Y | +302.9% | +126.9% | +176.1% | +195.1% |
| All | +39,538.7% | +1,617.4% | +37,921.3% | +11,242.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling