-2.3%
FERG vs AZO
-28.9%
+26.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.2% |
| 7D | 0.0% | +0.7% | -0.8% | -0.2% |
| 30D | -10.2% | -2.7% | -7.5% | -9.8% |
| 3M | -0.6% | -3.2% | +2.6% | -0.2% |
| 6M | -6.5% | -19.7% | +13.2% | -2.6% |
| YTD | +4.2% | -12.0% | +16.2% | +7.0% |
| 1Y | -2.3% | -29.5% | +27.3% | -1.5% |
| All | -2.3% | -28.9% | +26.6% | -1.5% |
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