+8,592.5%
FIX vs AZO
+13,920.2%
-5,327.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +9.4% | +1.3% | +8.1% | +9.0% |
| 30D | -27.8% | +12.0% | -39.7% | -30.9% |
| 3M | -35.6% | +7.2% | -42.8% | -37.6% |
| 6M | -45.2% | -3.2% | -42.0% | -45.9% |
| YTD | +19.5% | -3.9% | +23.4% | +17.9% |
| 1Y | +24.2% | -14.7% | +38.9% | +27.5% |
| 3Y | +494.2% | +20.4% | +473.7% | +428.0% |
| 5Y | +1,036.1% | +72.8% | +963.3% | +778.7% |
| 10Y | +3,599.0% | +334.4% | +3,264.6% | +1,943.9% |
| All | +8,592.5% | +13,920.2% | -5,327.8% | +2,181.9% |
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 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