+85.2%
AZO vs USFR
+20.6%
+64.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.1% |
| 7D | -3.6% | +0.1% | -3.7% | -3.5% |
| 30D | -5.6% | +0.4% | -5.9% | -5.5% |
| 3M | -6.6% | +1.0% | -7.7% | -6.4% |
| 6M | -22.5% | +2.0% | -24.5% | -22.0% |
| YTD | -15.2% | +2.8% | -17.9% | -14.6% |
| 1Y | -33.9% | +4.1% | -38.0% | -33.5% |
| 3Y | +11.8% | +14.1% | -2.3% | +12.1% |
| All | +85.2% | +20.6% | +64.6% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling