+70.5%
AZO vs REPL
-35.0%
+105.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +1.3% | +1.2% | +0.1% | +1.4% |
| 30D | +12.0% | +92.2% | -80.2% | +12.1% |
| 3M | +7.2% | +44.1% | -36.9% | +7.3% |
| 6M | -3.2% | +313.0% | -316.2% | -2.8% |
| YTD | -3.9% | +125.2% | -129.1% | -3.3% |
| 1Y | -14.7% | +143.8% | -158.4% | -14.2% |
| 3Y | +20.4% | +104.2% | -83.8% | +18.5% |
| All | +70.5% | -35.0% | +105.5% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling