+85.2%
AZO vs RGEN
-44.2%
+129.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -3.6% | -1.4% | -2.1% | -3.5% |
| 30D | -5.6% | -0.3% | -5.2% | -5.6% |
| 3M | -6.6% | +23.9% | -30.5% | -8.2% |
| 6M | -22.5% | +38.5% | -61.0% | -24.5% |
| YTD | -15.2% | +0.8% | -16.0% | -15.8% |
| 1Y | -33.9% | +38.2% | -72.2% | -35.8% |
| 3Y | +11.8% | +1.3% | +10.5% | +9.4% |
| All | +85.2% | -44.2% | +129.4% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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