+32.9%
F vs AZO
+11.4%
+21.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.6% | -3.8% |
| 7D | -4.9% | -0.8% | -4.1% | -4.8% |
| 30D | -2.9% | -5.1% | +2.2% | -2.3% |
| 3M | -9.1% | -7.2% | -1.8% | -8.4% |
| 6M | +12.9% | -20.7% | +33.7% | +16.3% |
| YTD | +6.1% | -14.2% | +20.2% | +7.9% |
| 1Y | +22.5% | -32.2% | +54.7% | +30.1% |
| All | +32.9% | +11.4% | +21.6% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling