+308.7%
AZO vs FND
+56.5%
+252.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -3.6% | -5.8% | +2.2% | -2.6% |
| 30D | -5.6% | -20.2% | +14.7% | -2.0% |
| 3M | -6.6% | -12.0% | +5.3% | -4.9% |
| 6M | -22.5% | -18.5% | -4.0% | -20.5% |
| YTD | -15.2% | -22.3% | +7.1% | -12.6% |
| 1Y | -33.9% | -47.6% | +13.7% | -27.5% |
| 3Y | +11.8% | -49.8% | +61.6% | +19.6% |
| 5Y | +85.5% | -63.0% | +148.5% | +102.4% |
| All | +308.7% | +56.5% | +252.2% | +234.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling