+336.4%
AZO vs RACE
+639.5%
-303.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.0% |
| 7D | -1.7% | -4.0% | +2.3% | -0.8% |
| 30D | +12.4% | +3.5% | +8.9% | +11.6% |
| 3M | +6.8% | -0.4% | +7.2% | +6.7% |
| 6M | -4.6% | +23.2% | -27.8% | -9.2% |
| YTD | -4.1% | +11.0% | -15.1% | -7.1% |
| 1Y | -14.2% | -2.2% | -11.9% | -14.5% |
| 3Y | +20.3% | +22.5% | -2.2% | +11.0% |
| 5Y | +72.4% | +63.2% | +9.3% | +46.2% |
| 10Y | +333.4% | +704.3% | -370.9% | +183.8% |
| All | +336.4% | +639.5% | -303.1% | +177.6% |
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