+2,039.4%
FTI vs AZO
+7,666.8%
-5,627.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.5% |
| 7D | -5.6% | -2.9% | -2.7% | -4.6% |
| 30D | +0.4% | -5.3% | +5.7% | +2.3% |
| 3M | +8.1% | -7.3% | +15.5% | +10.4% |
| 6M | +16.7% | -22.7% | +39.4% | +26.7% |
| YTD | +70.0% | -15.0% | +85.0% | +77.2% |
| 1Y | +85.4% | -32.2% | +117.7% | +109.8% |
| 3Y | +265.9% | +10.0% | +255.9% | +236.3% |
| 5Y | +1,072.7% | +85.8% | +986.9% | +757.3% |
| 10Y | +298.9% | +298.9% | +0.1% | +108.4% |
| All | +2,039.4% | +7,666.8% | -5,627.4% | +344.8% |
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