+4,533.9%
AZO vs RCAT
-100.0%
+4,633.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.5% |
| 7D | +0.7% | -1.4% | +2.1% | +0.7% |
| 30D | -2.7% | -3.3% | +0.6% | -2.7% |
| 3M | -3.2% | -43.2% | +40.0% | -3.3% |
| 6M | -19.7% | -43.2% | +23.4% | -19.8% |
| YTD | -12.0% | +5.5% | -17.6% | -12.0% |
| 1Y | -29.5% | -1.6% | -27.9% | -29.4% |
| 3Y | +17.3% | +773.7% | -756.4% | +18.2% |
| 5Y | +94.1% | +187.6% | -93.6% | +95.4% |
| 10Y | +303.3% | -98.5% | +401.7% | +323.2% |
| All | +4,533.9% | -100.0% | +4,633.9% | +5,707.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling