+288.6%
AZO vs USFR
+28.1%
+260.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | -5.6% | +0.4% | -5.9% | -5.7% |
| 3M | -6.6% | +1.0% | -7.7% | -7.1% |
| 6M | -22.5% | +2.0% | -24.5% | -23.3% |
| YTD | -15.2% | +2.8% | -17.9% | -16.4% |
| 1Y | -33.9% | +4.1% | -38.0% | -35.4% |
| 3Y | +11.8% | +14.1% | -2.3% | +3.5% |
| 5Y | +85.5% | +20.6% | +64.9% | +64.6% |
| All | +288.6% | +28.1% | +260.4% | +235.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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