+54.6%
FTI vs AZO
-7.5%
+62.1%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.9% | -7.3% | -2.9% |
| 7D | -9.7% | +5.3% | -15.0% | -9.1% |
| 30D | -8.2% | +18.4% | -26.6% | -7.0% |
| 3M | -7.8% | +9.8% | -17.7% | -7.0% |
| 6M | -13.4% | -4.5% | -8.9% | -12.1% |
| YTD | +45.1% | -1.9% | +47.0% | +49.0% |
| 1Y | +54.6% | -9.5% | +64.1% | +59.2% |
| All | +54.6% | -7.5% | +62.1% | +59.2% |
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 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