+2,067.0%
FLUT vs AZO
+3,528.3%
-1,461.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | +3.8% | -0.5% | +4.3% | +3.9% |
| 30D | +6.3% | -5.6% | +11.9% | +6.8% |
| 3M | -4.0% | -4.0% | -0.1% | -3.7% |
| 6M | -10.3% | -18.9% | +8.7% | -8.8% |
| YTD | -53.2% | -13.0% | -40.2% | -52.8% |
| 1Y | -65.0% | -30.4% | -34.6% | -64.1% |
| 3Y | -43.9% | +12.7% | -56.6% | -44.8% |
| 5Y | -49.2% | +89.6% | -138.9% | -51.8% |
| 10Y | -9.2% | +304.7% | -313.9% | -17.7% |
| All | +2,067.0% | +3,528.3% | -1,461.3% | +1,583.3% |
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