+2,166.5%
FIX vs AZO
+86.9%
+2,079.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.8% |
| 7D | +3.5% | -0.8% | +4.3% | +3.7% |
| 30D | -3.5% | -5.1% | +1.6% | -2.7% |
| 3M | -11.8% | -7.2% | -4.5% | -11.0% |
| 6M | +17.8% | -20.7% | +38.5% | +23.5% |
| YTD | +73.3% | -14.2% | +87.5% | +77.4% |
| 1Y | +128.1% | -32.2% | +160.3% | +148.7% |
| 3Y | +772.7% | +11.1% | +761.5% | +673.9% |
| 5Y | +2,166.5% | +87.6% | +2,078.9% | +1,638.8% |
| All | +2,166.5% | +86.9% | +2,079.5% | +1,638.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling