+71,222.0%
FICO vs AZO
+47,204.6%
+24,017.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +1.4% | -1.7% | +3.1% | +1.9% |
| 30D | -0.8% | +12.4% | -13.2% | -4.2% |
| 3M | -31.3% | +6.8% | -38.1% | -32.7% |
| 6M | -33.9% | -4.6% | -29.3% | -33.2% |
| YTD | -57.6% | -4.1% | -53.5% | -57.3% |
| 1Y | -59.7% | -14.2% | -45.5% | -58.1% |
| 3Y | -28.0% | +20.3% | -48.4% | -33.0% |
| 5Y | +91.0% | +72.4% | +18.5% | +58.3% |
| 10Y | +529.4% | +333.4% | +196.0% | +295.3% |
| All | +71,222.0% | +47,204.6% | +24,017.4% | +17,823.3% |
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