+3.7%
FICO vs AZO
+14.4%
-10.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.4% |
| 7D | -15.4% | -0.5% | -15.0% | -15.3% |
| 30D | -10.4% | -5.6% | -4.8% | -9.0% |
| 3M | -22.7% | -4.0% | -18.7% | -21.8% |
| 6M | -36.8% | -18.9% | -17.8% | -33.6% |
| YTD | -44.8% | -13.0% | -31.8% | -43.4% |
| 1Y | -39.3% | -30.4% | -8.9% | -33.9% |
| 3Y | +3.7% | +12.7% | -9.0% | +0.6% |
| All | +3.7% | +14.4% | -10.7% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling