+3,689.8%
FN vs AZO
+1,418.2%
+2,271.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +3.0% |
| 7D | -1.7% | +0.7% | -2.4% | -1.9% |
| 30D | -22.0% | -2.7% | -19.3% | -21.4% |
| 3M | -43.0% | -3.2% | -39.8% | -43.0% |
| 6M | -27.7% | -19.7% | -8.0% | -23.3% |
| YTD | -10.5% | -12.0% | +1.5% | -8.0% |
| 1Y | +12.5% | -29.5% | +42.0% | +23.8% |
| 3Y | +153.8% | +17.3% | +136.5% | +127.7% |
| 5Y | +288.0% | +94.1% | +193.9% | +184.6% |
| 10Y | +906.4% | +303.3% | +603.1% | +444.9% |
| All | +3,689.8% | +1,418.2% | +2,271.6% | +910.0% |
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