+113.0%
FICO vs AZO
+86.9%
+26.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.4% | +6.7% | +5.8% |
| 7D | -10.6% | -0.8% | -9.8% | -10.4% |
| 30D | -6.3% | -5.1% | -1.2% | -4.8% |
| 3M | -19.7% | -7.2% | -12.5% | -17.8% |
| 6M | -31.8% | -20.7% | -11.0% | -26.9% |
| YTD | -41.8% | -14.2% | -27.7% | -39.6% |
| 1Y | -36.4% | -32.2% | -4.3% | -28.8% |
| 3Y | +9.3% | +11.1% | -1.9% | +2.4% |
| 5Y | +113.0% | +87.6% | +25.4% | +66.8% |
| All | +113.0% | +86.9% | +26.1% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling