-9.5%
AZO vs FIVE
+63.3%
-72.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.7% | -2.8% | +2.9% |
| 7D | +5.3% | +7.5% | -2.1% | +4.2% |
| 30D | +18.4% | +16.7% | +1.7% | +15.8% |
| 3M | +9.8% | +13.4% | -3.5% | +8.1% |
| 6M | -4.5% | +9.0% | -13.5% | -6.0% |
| YTD | -1.9% | +33.8% | -35.7% | -5.3% |
| 1Y | -9.5% | +61.2% | -70.7% | -15.6% |
| All | -9.5% | +63.3% | -72.8% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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