+67.3%
F vs AZO
+334.0%
-266.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.1% | +1.3% | -4.4% | -3.6% |
| 30D | 0.0% | +12.0% | -11.9% | -4.1% |
| 3M | -13.2% | +7.2% | -20.4% | -15.6% |
| 6M | -10.2% | -3.2% | -7.0% | -10.1% |
| YTD | -4.9% | -3.9% | -1.1% | -5.3% |
| 1Y | -6.1% | -14.7% | +8.6% | -2.0% |
| 3Y | +46.0% | +20.4% | +25.6% | +28.4% |
| 5Y | -15.7% | +72.8% | -88.5% | -38.2% |
| All | +67.3% | +334.0% | -266.7% | -15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling