+85.2%
AZO vs RJF
+104.0%
-18.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | -3.6% | -2.7% | -0.9% | -3.0% |
| 30D | -5.6% | -4.3% | -1.3% | -4.7% |
| 3M | -6.6% | +15.7% | -22.4% | -9.7% |
| 6M | -22.5% | +17.8% | -40.3% | -25.4% |
| YTD | -15.2% | +9.2% | -24.3% | -17.3% |
| 1Y | -33.9% | +2.8% | -36.7% | -34.8% |
| 3Y | +11.8% | +69.5% | -57.6% | -4.6% |
| All | +85.2% | +104.0% | -18.8% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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