+348.4%
FIS vs AZO
+7,636.9%
-7,288.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -5.5% |
| 7D | -3.5% | -0.5% | -3.0% | -3.3% |
| 30D | -7.8% | -5.6% | -2.2% | -6.0% |
| 3M | +0.8% | -4.0% | +4.8% | +2.1% |
| 6M | -21.9% | -18.9% | -3.0% | -16.4% |
| YTD | -39.5% | -13.0% | -26.5% | -37.2% |
| 1Y | -41.0% | -30.4% | -10.6% | -33.9% |
| 3Y | -23.6% | +12.7% | -36.3% | -29.2% |
| 5Y | -65.6% | +89.6% | -155.3% | -74.3% |
| 10Y | -40.2% | +304.7% | -344.9% | -67.2% |
| All | +348.4% | +7,636.9% | -7,288.4% | +0.9% |
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