+3,604.4%
FIX vs AZO
+333.0%
+3,271.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.3% | -2.9% |
| 7D | +17.0% | -1.7% | +18.7% | +17.6% |
| 30D | -30.6% | +12.4% | -43.0% | -33.8% |
| 3M | -35.0% | +6.8% | -41.8% | -37.1% |
| 6M | -44.0% | -4.6% | -39.3% | -44.2% |
| YTD | +21.1% | -4.1% | +25.3% | +19.8% |
| 1Y | +16.3% | -14.2% | +30.4% | +20.0% |
| 3Y | +507.4% | +20.3% | +487.1% | +421.5% |
| 5Y | +1,052.1% | +72.4% | +979.6% | +718.6% |
| All | +3,604.4% | +333.0% | +3,271.3% | +1,768.7% |
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