+302.7%
AZO vs REPL
-19.2%
+322.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.3% | -0.1% |
| 7D | -3.6% | -14.1% | +10.5% | -3.3% |
| 30D | -5.6% | -15.2% | +9.7% | -5.3% |
| 3M | -6.6% | +49.9% | -56.5% | -8.1% |
| 6M | -22.5% | +63.5% | -86.1% | -25.2% |
| YTD | -15.2% | +32.9% | -48.1% | -17.7% |
| 1Y | -33.9% | +115.0% | -148.9% | -37.7% |
| 3Y | +11.8% | -34.7% | +46.5% | +3.6% |
| 5Y | +85.5% | -59.7% | +145.2% | +74.2% |
| All | +302.7% | -19.2% | +322.0% | +206.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling