-41.5%
FIS vs AZO
-32.5%
-9.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -7.9% | -3.6% | -4.3% | -7.3% |
| 30D | -8.0% | -5.6% | -2.4% | -7.0% |
| 3M | +0.6% | -6.6% | +7.2% | +1.6% |
| 6M | -22.2% | -22.5% | +0.3% | -20.7% |
| YTD | -40.8% | -15.2% | -25.6% | -40.2% |
| 1Y | -41.5% | -33.9% | -7.6% | -38.7% |
| All | -41.5% | -32.5% | -9.0% | -38.7% |
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