+11.8%
AZO vs FLR
+54.2%
-42.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.2% |
| 7D | -3.6% | -3.5% | -0.1% | -3.6% |
| 30D | -5.6% | +4.2% | -9.7% | -5.6% |
| 3M | -6.6% | +8.1% | -14.7% | -6.7% |
| 6M | -22.5% | +21.5% | -44.0% | -22.6% |
| YTD | -15.2% | +36.8% | -51.9% | -15.5% |
| 1Y | -33.9% | +31.2% | -65.1% | -34.2% |
| 3Y | +11.8% | +53.9% | -42.1% | +7.5% |
| All | +11.8% | +54.2% | -42.4% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 3y: compounded portfolio wealth divided by compounded FLR 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…
3y analysis · Full analysis span regression · 6 months rolling