-44.6%
FLUT vs AZO
+10.2%
-54.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.5% |
| 7D | -3.6% | -2.9% | -0.7% | -3.1% |
| 30D | -0.3% | -5.3% | +5.0% | +0.6% |
| 3M | -12.6% | -7.3% | -5.3% | -11.6% |
| 6M | -8.0% | -22.7% | +14.7% | -5.1% |
| YTD | -54.1% | -15.0% | -39.1% | -53.6% |
| 1Y | -66.1% | -32.2% | -33.9% | -63.9% |
| All | -44.6% | +10.2% | -54.9% | -50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling