-80.9%
FIG vs AZO
-24.0%
-57.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.6% |
| 7D | -14.5% | -0.8% | -13.7% | -14.6% |
| 30D | -13.3% | -5.1% | -8.2% | -14.4% |
| 3M | +7.4% | -7.2% | +14.6% | +4.5% |
| 6M | -27.8% | -20.7% | -7.0% | -35.8% |
| YTD | -41.1% | -14.2% | -26.9% | -43.5% |
| 1Y | -58.7% | -32.2% | -26.6% | -70.6% |
| All | -80.9% | -24.0% | -57.0% | -80.8% |
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 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