-9.5%
AZO vs FIGR
-41.8%
+32.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.2% | -0.2% | +3.9% |
| 7D | +5.3% | -1.3% | +6.7% | +5.3% |
| 30D | +18.4% | -17.6% | +36.1% | +18.4% |
| 3M | +9.8% | -16.7% | +26.5% | +10.1% |
| 6M | -4.5% | -36.1% | +31.6% | -4.4% |
| YTD | -1.9% | -43.6% | +41.7% | -2.3% |
| 1Y | -9.5% | -39.8% | +30.3% | -9.9% |
| All | -9.5% | -41.8% | +32.3% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling