-65.1%
FIS vs AZO
+86.1%
-151.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.4% |
| 7D | -8.9% | -2.9% | -6.0% | -8.2% |
| 30D | -9.9% | -5.3% | -4.6% | -8.8% |
| 3M | 0.0% | -7.3% | +7.3% | +1.6% |
| 6M | -22.9% | -22.7% | -0.2% | -18.7% |
| YTD | -40.9% | -15.0% | -25.8% | -39.2% |
| 1Y | -40.4% | -32.2% | -8.2% | -35.4% |
| 3Y | -25.4% | +10.0% | -35.4% | -28.9% |
| All | -65.1% | +86.1% | -151.1% | -72.8% |
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