-22.6%
FPS vs AZO
-9.5%
-13.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.9% | -21.2% | -15.9% |
| 7D | -23.3% | +5.3% | -28.7% | -21.6% |
| 30D | -42.4% | +18.4% | -60.9% | -40.2% |
| 3M | -43.0% | +9.8% | -52.9% | -41.1% |
| 6M | -44.5% | -4.5% | -40.0% | -39.2% |
| All | -22.6% | -9.5% | -13.2% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling