-9.5%
AZO vs RCAT
-59.1%
+49.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -10.3% | +14.2% | +3.6% |
| 7D | +5.3% | -18.5% | +23.9% | +4.8% |
| 30D | +18.4% | -37.0% | +55.4% | +17.4% |
| 3M | +9.8% | -54.9% | +64.7% | +8.2% |
| 6M | -4.5% | -63.6% | +59.1% | -5.9% |
| YTD | -1.9% | -49.6% | +47.6% | -1.2% |
| 1Y | -9.5% | -57.8% | +48.3% | -9.2% |
| All | -9.5% | -59.1% | +49.6% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling