+346.9%
AZO vs FIVE
+504.2%
-157.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +1.3% | +2.7% | -1.3% | +0.9% |
| 30D | +12.0% | +12.7% | -0.7% | +9.5% |
| 3M | +7.2% | +2.1% | +5.2% | +6.6% |
| 6M | -3.2% | +17.5% | -20.7% | -6.5% |
| YTD | -3.9% | +31.0% | -34.8% | -9.4% |
| 1Y | -14.7% | +67.7% | -82.4% | -23.1% |
| 3Y | +20.4% | +43.4% | -23.0% | +7.0% |
| 5Y | +72.8% | +18.1% | +54.7% | +55.4% |
| All | +346.9% | +504.2% | -157.2% | +136.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling