+99.8%
FAST vs AZO
+19.8%
+79.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | +4.3% | -2.6% | +6.9% | +5.0% |
| 30D | +8.3% | +11.7% | -3.4% | +5.2% |
| 3M | +6.5% | +6.4% | +0.1% | +4.6% |
| 6M | +29.5% | -5.5% | +35.1% | +31.1% |
| YTD | +41.3% | -4.5% | +45.8% | +41.8% |
| 1Y | +37.4% | -13.8% | +51.2% | +42.4% |
| All | +99.8% | +19.8% | +79.9% | +84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling