+0.5%
FERG vs AZO
-32.5%
+33.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -2.6% | -3.6% | +1.0% | -1.9% |
| 30D | -8.9% | -5.6% | -3.3% | -8.0% |
| 3M | -2.0% | -6.6% | +4.6% | -1.0% |
| 6M | -3.2% | -22.5% | +19.3% | +1.6% |
| YTD | +1.5% | -15.2% | +16.7% | +4.9% |
| 1Y | +0.5% | -33.9% | +34.4% | +1.6% |
| All | +0.5% | -32.5% | +33.0% | +1.6% |
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 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