+648.3%
FICO vs AZO
+296.8%
+351.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.7% | +2.6% |
| 7D | +5.7% | -3.6% | +9.3% | +7.2% |
| 30D | -5.6% | -5.6% | -0.1% | -3.6% |
| 3M | -16.9% | -6.6% | -10.2% | -14.6% |
| 6M | -15.4% | -22.5% | +7.1% | -6.9% |
| YTD | -41.7% | -15.2% | -26.5% | -38.5% |
| 1Y | -38.3% | -33.9% | -4.3% | -28.1% |
| 3Y | +8.9% | +11.8% | -2.9% | +0.1% |
| 5Y | +118.3% | +85.5% | +32.8% | +56.3% |
| All | +648.3% | +296.8% | +351.5% | +319.8% |
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 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