+6.5%
FAST vs AZO
-32.5%
+39.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -0.6% | -3.6% | +3.0% | +0.1% |
| 30D | -5.6% | -5.6% | 0.0% | -4.6% |
| 3M | +6.9% | -6.6% | +13.5% | +8.1% |
| 6M | +7.0% | -22.5% | +29.5% | +10.9% |
| YTD | +24.9% | -15.2% | +40.1% | +29.0% |
| 1Y | +6.5% | -33.9% | +40.4% | +11.4% |
| All | +6.5% | -32.5% | +39.0% | +11.4% |
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