+1,440.5%
FANG vs AZO
+665.1%
+775.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +2.9% | -3.6% | +6.5% | +3.9% |
| 30D | +2.6% | -5.6% | +8.2% | +4.2% |
| 3M | +7.6% | -6.6% | +14.2% | +9.1% |
| 6M | +17.3% | -22.5% | +39.8% | +25.1% |
| YTD | +38.7% | -15.2% | +53.9% | +43.3% |
| 1Y | +51.6% | -33.9% | +85.6% | +69.1% |
| 3Y | +50.0% | +11.8% | +38.2% | +36.9% |
| 5Y | +237.6% | +85.5% | +152.0% | +149.1% |
| 10Y | +180.7% | +298.2% | -117.5% | +52.4% |
| All | +1,440.5% | +665.1% | +775.5% | +566.9% |
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