-28.0%
FICO vs AZO
+19.8%
-47.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.4% |
| 7D | +4.0% | -2.6% | +6.6% | +4.8% |
| 30D | -1.5% | +11.7% | -13.2% | -4.7% |
| 3M | -29.8% | +6.4% | -36.2% | -31.2% |
| 6M | -33.3% | -5.5% | -27.7% | -32.9% |
| YTD | -56.9% | -4.5% | -52.4% | -57.1% |
| 1Y | -59.5% | -13.8% | -45.7% | -58.6% |
| All | -28.0% | +19.8% | -47.8% | -29.2% |
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