+93.9%
FN vs AZO
+20.6%
+73.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.2% | -7.5% | -7.3% |
| 7D | +0.3% | +1.3% | -1.1% | +0.4% |
| 30D | -16.5% | +12.0% | -28.5% | -16.2% |
| 3M | -42.1% | +7.2% | -49.3% | -41.9% |
| 6M | -52.9% | -3.2% | -49.7% | -52.1% |
| YTD | -28.0% | -3.9% | -24.1% | -26.0% |
| 1Y | -18.5% | -14.7% | -3.9% | -16.5% |
| 3Y | +93.9% | +20.4% | +73.5% | +84.9% |
| All | +93.9% | +20.6% | +73.2% | +84.9% |
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