+131.2%
FITB vs AZO
+10.0%
+121.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.3% | -3.6% | +3.3% | +0.2% |
| 30D | -5.7% | -5.6% | -0.1% | -4.9% |
| 3M | +3.2% | -6.6% | +9.8% | +4.0% |
| 6M | +23.4% | -22.5% | +45.9% | +27.8% |
| YTD | +18.8% | -15.2% | +34.0% | +21.2% |
| 1Y | +25.0% | -33.9% | +58.9% | +33.2% |
| 3Y | +131.2% | +11.8% | +119.4% | +117.8% |
| All | +131.2% | +10.0% | +121.2% | +117.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling