+296.4%
FN vs AZO
+93.0%
+203.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.2% | +2.4% |
| 7D | +3.5% | -0.5% | +4.0% | +3.6% |
| 30D | -26.0% | -5.6% | -20.4% | -25.2% |
| 3M | -33.3% | -4.0% | -29.3% | -33.1% |
| 6M | -14.9% | -18.9% | +4.0% | -11.2% |
| YTD | -8.6% | -13.0% | +4.4% | -6.0% |
| 1Y | +12.3% | -30.4% | +42.7% | +21.3% |
| 3Y | +174.4% | +12.7% | +161.7% | +147.1% |
| 5Y | +296.4% | +89.6% | +206.8% | +211.6% |
| All | +296.4% | +93.0% | +203.4% | +211.6% |
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