+537.5%
FAST vs AZO
+333.0%
+204.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +5.0% | -1.7% | +6.7% | +5.6% |
| 30D | +8.6% | +12.4% | -3.8% | +4.0% |
| 3M | +6.9% | +6.8% | +0.1% | +4.1% |
| 6M | +29.6% | -4.6% | +34.2% | +30.6% |
| YTD | +41.4% | -4.1% | +45.5% | +41.4% |
| 1Y | +38.5% | -14.2% | +52.7% | +44.2% |
| 3Y | +98.7% | +20.3% | +78.4% | +79.5% |
| 5Y | +108.0% | +72.4% | +35.6% | +60.4% |
| All | +537.5% | +333.0% | +204.4% | +245.7% |
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