+524.1%
FAST vs AZO
+300.1%
+224.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.7% |
| 7D | +1.8% | -0.8% | +2.6% | +2.1% |
| 30D | -6.4% | -5.1% | -1.3% | -4.7% |
| 3M | +5.3% | -7.2% | +12.5% | +7.8% |
| 6M | +5.4% | -20.7% | +26.1% | +13.7% |
| YTD | +23.6% | -14.2% | +37.7% | +29.0% |
| 1Y | +4.1% | -32.2% | +36.2% | +18.3% |
| 3Y | +92.4% | +11.1% | +81.2% | +78.8% |
| 5Y | +106.1% | +87.6% | +18.5% | +53.6% |
| 10Y | +524.1% | +302.9% | +221.2% | +252.7% |
| All | +524.1% | +300.1% | +224.0% | +252.7% |
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