-29.5%
AZO vs FIVE
+66.7%
-96.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | +0.2% |
| 7D | +0.7% | +4.3% | -3.5% | +0.5% |
| 30D | -2.7% | +12.5% | -15.2% | -3.2% |
| 3M | -3.2% | +31.2% | -34.4% | -4.4% |
| 6M | -19.7% | +14.4% | -34.1% | -20.3% |
| YTD | -12.0% | +33.9% | -45.9% | -11.7% |
| 1Y | -29.5% | +65.1% | -94.6% | -28.0% |
| All | -29.5% | +66.7% | -96.2% | -28.0% |
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