+262.3%
AZO vs FTV
+87.0%
+175.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -1.0% |
| 7D | -0.8% | -1.3% | +0.5% | -0.4% |
| 30D | -5.1% | -9.5% | +4.4% | -2.1% |
| 3M | -7.2% | -10.9% | +3.7% | -4.1% |
| 6M | -20.7% | -0.6% | -20.1% | -21.1% |
| YTD | -14.2% | +1.4% | -15.6% | -15.7% |
| 1Y | -32.2% | +17.6% | -49.8% | -36.8% |
| 3Y | +11.1% | -3.3% | +14.4% | +8.5% |
| 5Y | +87.6% | -0.1% | +87.7% | +77.8% |
| 10Y | +302.9% | +82.5% | +220.4% | +196.2% |
| All | +262.3% | +87.0% | +175.4% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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