+174.4%
FN vs AZO
+14.4%
+160.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.2% | +2.2% |
| 7D | +3.5% | -0.5% | +4.0% | +3.6% |
| 30D | -26.0% | -5.6% | -20.4% | -25.8% |
| 3M | -33.3% | -4.0% | -29.3% | -33.1% |
| 6M | -14.9% | -18.9% | +4.0% | -13.0% |
| YTD | -8.6% | -13.0% | +4.4% | -6.4% |
| 1Y | +12.3% | -30.4% | +42.7% | +16.1% |
| 3Y | +174.4% | +12.7% | +161.7% | +152.8% |
| All | +174.4% | +14.4% | +160.0% | +152.8% |
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