+3,332.7%
FN vs AZO
+1,547.7%
+1,785.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.6% | +5.2% | +5.7% |
| 7D | +8.0% | -2.6% | +10.7% | +8.8% |
| 30D | -19.1% | +11.7% | -30.8% | -22.2% |
| 3M | -29.8% | +6.4% | -36.2% | -31.7% |
| 6M | -43.2% | -5.5% | -37.6% | -43.1% |
| YTD | -18.9% | -4.5% | -14.4% | -19.3% |
| 1Y | -17.9% | -13.8% | -4.1% | -15.6% |
| 3Y | +120.1% | +19.8% | +100.3% | +95.9% |
| 5Y | +206.7% | +71.6% | +135.1% | +135.5% |
| 10Y | +804.7% | +331.5% | +473.2% | +378.0% |
| All | +3,332.7% | +1,547.7% | +1,785.0% | +786.2% |
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