-49.5%
FLUT vs AZO
+85.8%
-135.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +0.4% | -3.6% | +4.0% | +1.3% |
| 30D | +2.5% | -5.6% | +8.1% | +3.8% |
| 3M | -9.2% | -6.6% | -2.6% | -7.9% |
| 6M | -8.2% | -22.5% | +14.3% | -3.4% |
| YTD | -53.2% | -15.2% | -38.1% | -52.1% |
| 1Y | -65.6% | -33.9% | -31.6% | -62.4% |
| 3Y | -43.6% | +11.8% | -55.4% | -48.0% |
| All | -49.5% | +85.8% | -135.2% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling