+4,919.7%
EFX vs AZO
+41,743.6%
-36,823.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | -4.5% | -3.6% | -1.0% | -3.6% |
| 30D | -6.1% | -5.6% | -0.5% | -4.6% |
| 3M | +6.2% | -6.6% | +12.9% | +8.2% |
| 6M | -11.2% | -22.5% | +11.3% | -5.0% |
| YTD | -21.4% | -15.2% | -6.2% | -18.2% |
| 1Y | -34.3% | -33.9% | -0.4% | -27.0% |
| 3Y | -12.5% | +11.8% | -24.3% | -16.4% |
| 5Y | -35.6% | +85.5% | -121.1% | -46.8% |
| 10Y | +41.8% | +298.2% | -256.4% | -7.5% |
| All | +4,919.7% | +41,743.6% | -36,823.9% | +1,079.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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