+39,072.8%
AZO vs RJF
+23,779.8%
+15,293.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.6% |
| 3M | -6.6% | +15.7% | -22.4% | -9.9% |
| 6M | -22.5% | +17.8% | -40.3% | -25.5% |
| 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% | -3.1% |
| 5Y | +85.5% | +105.9% | -20.4% | +51.5% |
| 10Y | +298.2% | +424.9% | -126.7% | +153.2% |
| All | +39,072.8% | +23,779.8% | +15,293.0% | +9,288.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling