+288.6%
AZO vs RBA
+206.5%
+82.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -0.9% |
| 7D | -3.6% | +0.1% | -3.6% | -3.6% |
| 30D | -5.6% | -2.9% | -2.6% | -5.1% |
| 3M | -6.6% | -20.9% | +14.3% | -2.7% |
| 6M | -22.5% | -17.7% | -4.8% | -20.0% |
| YTD | -15.2% | -18.2% | +3.0% | -12.7% |
| 1Y | -33.9% | -29.1% | -4.8% | -30.0% |
| 3Y | +11.8% | +29.5% | -17.7% | +2.8% |
| 5Y | +85.5% | +40.2% | +45.3% | +63.8% |
| All | +288.6% | +206.5% | +82.1% | +169.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling