+85.2%
F vs AZO
+297.5%
-212.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +3.6% |
| 7D | -3.7% | -2.9% | -0.8% | -2.6% |
| 30D | -0.7% | -5.3% | +4.6% | +1.3% |
| 3M | -1.9% | -7.3% | +5.5% | +0.4% |
| 6M | +16.1% | -22.7% | +38.7% | +26.7% |
| YTD | +9.5% | -15.0% | +24.5% | +14.4% |
| 1Y | +27.2% | -32.2% | +59.5% | +45.4% |
| 3Y | +36.3% | +10.0% | +26.3% | +23.6% |
| 5Y | +49.3% | +85.8% | -36.6% | +5.1% |
| All | +85.2% | +297.5% | -212.2% | -0.7% |
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