+34.0%
FANG vs AZO
-10.2%
+44.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.9% |
| 7D | -13.0% | +5.5% | -18.5% | -12.4% |
| 30D | -2.9% | +14.2% | -17.1% | -1.6% |
| 3M | -3.0% | +7.9% | -10.9% | -2.1% |
| 6M | -11.9% | -6.6% | -5.4% | -11.8% |
| YTD | +21.5% | -2.4% | +23.9% | +24.3% |
| 1Y | +34.0% | -9.6% | +43.6% | +38.2% |
| All | +34.0% | -10.2% | +44.1% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling