+2,415.7%
FITB vs AZO
+42,241.4%
-39,825.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.1% |
| 7D | -0.4% | -0.8% | +0.4% | -0.1% |
| 30D | -5.1% | -5.1% | 0.0% | -3.5% |
| 3M | +3.5% | -7.2% | +10.8% | +5.8% |
| 6M | +17.2% | -20.7% | +38.0% | +26.1% |
| YTD | +17.6% | -14.2% | +31.8% | +22.4% |
| 1Y | +23.4% | -32.2% | +55.5% | +38.8% |
| 3Y | +129.7% | +11.1% | +118.6% | +113.5% |
| 5Y | +68.4% | +87.6% | -19.2% | +28.3% |
| 10Y | +285.6% | +302.9% | -17.3% | +122.5% |
| All | +2,415.7% | +42,241.4% | -39,825.6% | +369.3% |
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 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