+2.0%
FISV vs AZO
+296.8%
-294.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.5% |
| 7D | -2.7% | -3.6% | +0.9% | -1.4% |
| 30D | 0.0% | -5.6% | +5.6% | +2.0% |
| 3M | -2.8% | -6.6% | +3.9% | -0.7% |
| 6M | -11.8% | -22.5% | +10.7% | -4.2% |
| YTD | -23.2% | -15.2% | -8.0% | -19.7% |
| 1Y | -62.0% | -33.9% | -28.1% | -56.4% |
| 3Y | -57.6% | +11.8% | -69.4% | -60.4% |
| 5Y | -53.4% | +85.5% | -138.9% | -65.2% |
| All | +2.0% | +296.8% | -294.8% | -39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling