+102.0%
FTI vs AZO
-28.9%
+130.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | +5.3% | +0.7% | +4.6% | +5.3% |
| 30D | +15.3% | -2.7% | +18.0% | +15.1% |
| 3M | +15.8% | -3.2% | +19.0% | +15.7% |
| 6M | +22.6% | -19.7% | +42.3% | +22.0% |
| YTD | +79.5% | -12.0% | +91.6% | +82.2% |
| 1Y | +102.0% | -29.5% | +131.5% | +94.0% |
| All | +102.0% | -28.9% | +130.9% | +94.0% |
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