+289.2%
AZO vs FIVE
+483.6%
-194.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.3% | -0.6% |
| 7D | -2.9% | +0.6% | -3.5% | -3.0% |
| 30D | -5.3% | +3.0% | -8.3% | -5.9% |
| 3M | -7.3% | +23.2% | -30.5% | -10.9% |
| 6M | -22.7% | +9.2% | -31.8% | -24.5% |
| YTD | -15.0% | +28.1% | -43.1% | -19.5% |
| 1Y | -32.2% | +65.3% | -97.5% | -39.0% |
| 3Y | +10.0% | +49.4% | -39.4% | -3.5% |
| 5Y | +85.8% | +29.5% | +56.3% | +62.3% |
| All | +289.2% | +483.6% | -194.5% | +107.8% |
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