+494.2%
FIX vs AZO
+20.6%
+473.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +9.4% | +1.3% | +8.1% | +9.6% |
| 30D | -27.8% | +12.0% | -39.7% | -26.9% |
| 3M | -35.6% | +7.2% | -42.8% | -34.9% |
| 6M | -45.2% | -3.2% | -42.0% | -44.3% |
| YTD | +19.5% | -3.9% | +23.4% | +22.1% |
| 1Y | +24.2% | -14.7% | +38.9% | +27.1% |
| 3Y | +494.2% | +20.4% | +473.7% | +467.4% |
| All | +494.2% | +20.6% | +473.5% | +467.4% |
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