-29.5%
AZO vs REPL
+161.1%
-190.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.5% |
| 7D | +0.7% | -3.0% | +3.7% | +0.7% |
| 30D | -2.7% | +27.1% | -29.8% | -2.5% |
| 3M | -3.2% | +52.4% | -55.6% | -2.6% |
| 6M | -19.7% | +107.4% | -127.2% | -18.2% |
| YTD | -12.0% | +54.7% | -66.8% | -10.4% |
| 1Y | -29.5% | +158.9% | -188.4% | -27.6% |
| All | -29.5% | +161.1% | -190.6% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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