-38.6%
FICO vs AZO
-28.9%
-9.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.5% | -17.2% | -16.8% |
| 7D | -19.2% | +0.7% | -19.9% | -19.4% |
| 30D | -14.6% | -2.7% | -11.9% | -14.0% |
| 3M | -20.1% | -3.2% | -16.9% | -19.4% |
| 6M | -36.3% | -19.7% | -16.6% | -34.3% |
| YTD | -44.9% | -12.0% | -32.8% | -44.7% |
| 1Y | -38.6% | -29.5% | -9.1% | -34.8% |
| All | -38.6% | -28.9% | -9.7% | -34.8% |
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