-9.5%
AZO vs RL
+34.3%
-43.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.5% | -0.6% | +3.1% |
| 7D | +5.3% | +5.8% | -0.4% | +4.3% |
| 30D | +18.4% | +12.7% | +5.7% | +16.0% |
| 3M | +9.8% | +9.3% | +0.5% | +7.7% |
| 6M | -4.5% | +16.9% | -21.4% | -7.5% |
| YTD | -1.9% | +17.5% | -19.4% | -6.8% |
| 1Y | -9.5% | +34.6% | -44.2% | -16.6% |
| All | -9.5% | +34.3% | -43.9% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling