+92.4%
FOXA vs AZO
+205.1%
-112.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.3% | +1.2% |
| 7D | +0.8% | -3.6% | +4.4% | +2.0% |
| 30D | +5.0% | -5.6% | +10.6% | +7.0% |
| 3M | -3.0% | -6.6% | +3.6% | -1.0% |
| 6M | +14.8% | -22.5% | +37.3% | +24.3% |
| YTD | -8.9% | -15.2% | +6.3% | -5.1% |
| 1Y | +13.3% | -33.9% | +47.3% | +29.2% |
| 3Y | +115.4% | +11.8% | +103.6% | +94.9% |
| 5Y | +95.3% | +85.5% | +9.8% | +31.6% |
| All | +92.4% | +205.1% | -112.8% | -14.2% |
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