+498.7%
AZO vs USFR
+27.6%
+471.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -5.1% | +0.3% | -5.4% | -5.3% |
| 3M | -7.2% | +1.0% | -8.2% | -7.7% |
| 6M | -20.7% | +1.9% | -22.7% | -21.5% |
| YTD | -14.2% | +2.7% | -16.8% | -15.4% |
| 1Y | -32.2% | +4.0% | -36.1% | -33.6% |
| 3Y | +11.1% | +14.0% | -2.9% | +3.4% |
| 5Y | +87.6% | +20.4% | +67.2% | +69.1% |
| 10Y | +302.9% | +28.0% | +274.9% | +251.5% |
| All | +498.7% | +27.6% | +471.1% | +416.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling