-99.1%
FCEL vs AZO
+296.8%
-396.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +6.3% | -3.6% | +9.9% | +7.6% |
| 30D | -26.7% | -5.6% | -21.1% | -25.2% |
| 3M | -10.2% | -6.6% | -3.5% | -9.2% |
| 6M | +123.5% | -22.5% | +146.0% | +141.0% |
| YTD | +117.4% | -15.2% | +132.6% | +125.4% |
| 1Y | +146.0% | -33.9% | +179.9% | +179.9% |
| 3Y | -61.9% | +11.8% | -73.7% | -66.3% |
| 5Y | -90.5% | +85.5% | -176.0% | -93.4% |
| All | -99.1% | +296.8% | -396.0% | -99.6% |
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