+12.0%
AZO vs RCAT
+733.0%
-721.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -2.9% | -5.4% | +2.5% | -3.0% |
| 30D | -5.3% | -24.2% | +18.9% | -5.5% |
| 3M | -7.3% | -25.8% | +18.5% | -7.5% |
| 6M | -22.7% | -44.9% | +22.3% | -22.8% |
| YTD | -15.0% | +1.9% | -16.9% | -14.7% |
| 1Y | -32.2% | -5.2% | -27.1% | -32.0% |
| All | +12.0% | +733.0% | -721.0% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling