-51.1%
FIS vs AZO
-7.5%
-43.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +3.9% | -27.6% | -24.2% |
| 7D | -18.4% | +5.3% | -23.8% | -19.2% |
| 30D | -11.4% | +18.4% | -29.8% | -14.1% |
| 3M | -32.0% | +9.8% | -41.8% | -33.2% |
| 6M | -35.6% | -4.5% | -31.1% | -36.2% |
| YTD | -53.8% | -1.9% | -51.8% | -54.4% |
| 1Y | -51.1% | -9.5% | -41.5% | -51.4% |
| All | -51.1% | -7.5% | -43.6% | -51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling