+85.2%
AZO vs FND
-63.3%
+148.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -3.6% | -5.8% | +2.2% | -2.8% |
| 30D | -5.6% | -20.2% | +14.7% | -2.6% |
| 3M | -6.6% | -12.0% | +5.3% | -5.2% |
| 6M | -22.5% | -18.5% | -4.0% | -20.8% |
| YTD | -15.2% | -22.3% | +7.1% | -13.1% |
| 1Y | -33.9% | -47.6% | +13.7% | -29.0% |
| 3Y | +11.8% | -49.8% | +61.6% | +17.8% |
| All | +85.2% | -63.3% | +148.5% | +103.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 5y: compounded portfolio wealth divided by compounded FND 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…
5y analysis · Full analysis span regression · 6 months rolling