+1,301.2%
FERG vs AZO
+1,716.2%
-415.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -1.0% | -2.9% | +1.9% | -0.7% |
| 30D | -11.8% | -5.3% | -6.5% | -11.3% |
| 3M | -1.2% | -7.3% | +6.1% | -0.5% |
| 6M | -2.3% | -22.7% | +20.4% | +0.4% |
| YTD | +0.8% | -15.0% | +15.8% | +2.4% |
| 1Y | +0.5% | -32.2% | +32.7% | +4.5% |
| 3Y | +51.4% | +10.0% | +41.4% | +49.6% |
| 5Y | +67.5% | +85.8% | -18.3% | +60.6% |
| 10Y | +348.1% | +298.9% | +49.3% | +323.0% |
| All | +1,301.2% | +1,716.2% | -415.0% | +1,218.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling