+1,115.5%
FLEX vs AZO
+296.8%
+818.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.2% | +7.4% | +7.2% |
| 7D | +5.7% | -3.6% | +9.3% | +6.9% |
| 30D | -7.0% | -5.6% | -1.5% | -5.5% |
| 3M | -23.8% | -6.6% | -17.2% | -22.9% |
| 6M | +82.6% | -22.5% | +105.2% | +95.8% |
| YTD | +91.6% | -15.2% | +106.8% | +97.9% |
| 1Y | +100.6% | -33.9% | +134.5% | +126.0% |
| 3Y | +479.8% | +11.8% | +468.0% | +407.3% |
| 5Y | +746.5% | +85.5% | +661.0% | +462.2% |
| All | +1,115.5% | +296.8% | +818.7% | +535.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling