+337.4%
AZO vs RACE
+649.8%
-312.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | +1.3% | -1.2% | +2.5% | +1.6% |
| 30D | +12.0% | +6.1% | +5.8% | +10.5% |
| 3M | +7.2% | -0.3% | +7.5% | +7.1% |
| 6M | -3.2% | +23.4% | -26.6% | -7.9% |
| YTD | -3.9% | +12.5% | -16.4% | -7.1% |
| 1Y | -14.7% | -0.5% | -14.2% | -15.3% |
| 3Y | +20.4% | +23.6% | -3.2% | +10.8% |
| 5Y | +72.8% | +65.4% | +7.4% | +46.1% |
| 10Y | +334.4% | +715.5% | -381.1% | +183.6% |
| All | +337.4% | +649.8% | -312.4% | +177.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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