+12,471.5%
FIX vs AZO
+12,731.4%
-259.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +6.0% | +0.7% | +5.3% | +5.8% |
| 30D | -7.2% | -2.7% | -4.5% | -6.6% |
| 3M | -15.9% | -3.2% | -12.6% | -16.0% |
| 6M | +12.7% | -19.7% | +32.5% | +19.5% |
| YTD | +72.8% | -12.0% | +84.8% | +77.0% |
| 1Y | +122.9% | -29.5% | +152.4% | +144.9% |
| 3Y | +774.3% | +17.3% | +757.0% | +687.5% |
| 5Y | +2,049.5% | +94.1% | +1,955.4% | +1,501.8% |
| 10Y | +5,821.5% | +303.3% | +5,518.2% | +3,277.1% |
| All | +12,471.5% | +12,731.4% | -259.9% | +3,324.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling