+8,714.3%
FIX vs AZO
+13,887.9%
-5,173.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.3% | -2.9% |
| 7D | +17.0% | -1.7% | +18.7% | +17.6% |
| 30D | -30.6% | +12.4% | -43.0% | -33.7% |
| 3M | -35.0% | +6.8% | -41.8% | -37.0% |
| 6M | -44.0% | -4.6% | -39.3% | -44.4% |
| YTD | +21.1% | -4.1% | +25.3% | +19.7% |
| 1Y | +16.3% | -14.2% | +30.4% | +19.1% |
| 3Y | +507.4% | +20.3% | +487.1% | +439.9% |
| 5Y | +1,052.1% | +72.4% | +979.6% | +791.7% |
| 10Y | +3,650.8% | +333.4% | +3,317.4% | +1,974.2% |
| All | +8,714.3% | +13,887.9% | -5,173.6% | +2,215.7% |
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