-79.9%
FIG vs AZO
-24.9%
-55.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.7% |
| 7D | -3.8% | -3.6% | -0.2% | -4.8% |
| 30D | -2.3% | -5.6% | +3.2% | -3.7% |
| 3M | +20.0% | -6.6% | +26.6% | +17.2% |
| 6M | -16.7% | -22.5% | +5.8% | -26.8% |
| YTD | -37.9% | -15.2% | -22.7% | -40.6% |
| 1Y | -58.5% | -33.9% | -24.6% | -70.7% |
| All | -79.9% | -24.9% | -55.0% | -79.8% |
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