+286.0%
AZO vs RACE
+654.6%
-368.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.4% | -0.4% |
| 7D | -3.6% | +0.9% | -4.5% | -3.8% |
| 30D | -5.6% | +1.6% | -7.2% | -6.0% |
| 3M | -6.6% | +13.2% | -19.8% | -9.4% |
| 6M | -22.5% | +22.9% | -45.4% | -26.2% |
| YTD | -15.2% | +13.3% | -28.4% | -18.1% |
| 1Y | -33.9% | -12.7% | -21.3% | -32.8% |
| 3Y | +11.8% | +40.3% | -28.5% | -0.2% |
| 5Y | +85.5% | +96.5% | -11.0% | +50.9% |
| 10Y | +298.2% | +827.5% | -529.3% | +156.3% |
| All | +286.0% | +654.6% | -368.6% | +144.6% |
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