-25.7%
FN vs AZO
-7.5%
-18.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.9% | -9.9% | -5.3% |
| 7D | -7.0% | +5.3% | -12.3% | -6.2% |
| 30D | -24.7% | +18.4% | -43.2% | -23.7% |
| 3M | -35.7% | +9.8% | -45.5% | -34.8% |
| 6M | -52.4% | -4.5% | -47.9% | -49.7% |
| YTD | -25.0% | -1.9% | -23.0% | -18.3% |
| 1Y | -25.7% | -9.5% | -16.1% | -20.3% |
| All | -25.7% | -7.5% | -18.2% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling