+111.9%
FIX vs AZO
-32.7%
+144.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.7% |
| 7D | +0.7% | -2.9% | +3.6% | 0.0% |
| 30D | -5.7% | -5.3% | -0.4% | -6.7% |
| 3M | -7.4% | -7.3% | -0.1% | -8.0% |
| 6M | +15.1% | -22.7% | +37.7% | +15.2% |
| YTD | +70.7% | -15.0% | +85.7% | +74.9% |
| 1Y | +111.9% | -32.2% | +144.2% | +100.9% |
| All | +111.9% | -32.7% | +144.7% | +100.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling