+92,585.4%
FICO vs AZO
+43,293.3%
+49,292.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.3% |
| 6M | -36.3% | -19.7% | -16.6% | -32.3% |
| YTD | -44.9% | -12.0% | -32.8% | -43.1% |
| 1Y | -38.6% | -29.5% | -9.1% | -32.6% |
| 3Y | +4.0% | +17.3% | -13.4% | -2.6% |
| 5Y | +99.5% | +94.1% | +5.5% | +59.7% |
| 10Y | +604.7% | +303.3% | +301.4% | +352.1% |
| All | +92,585.4% | +43,293.3% | +49,292.1% | +23,793.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling