+790.7%
FIX vs AZO
+14.4%
+776.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +2.3% |
| 7D | +6.1% | -0.5% | +6.5% | +6.0% |
| 30D | -2.7% | -5.6% | +2.9% | -2.8% |
| 3M | -10.9% | -4.0% | -7.0% | -11.0% |
| 6M | +29.0% | -18.9% | +47.9% | +31.0% |
| YTD | +76.9% | -13.0% | +89.9% | +79.0% |
| 1Y | +130.7% | -30.4% | +161.2% | +137.4% |
| 3Y | +790.7% | +12.7% | +778.0% | +712.6% |
| All | +790.7% | +14.4% | +776.3% | +712.6% |
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