+288.6%
AZO vs RL
+311.3%
-22.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -3.6% | -3.4% | -0.1% | -3.0% |
| 30D | -5.6% | -14.4% | +8.9% | -3.0% |
| 3M | -6.6% | -13.6% | +6.9% | -4.4% |
| 6M | -22.5% | +0.6% | -23.1% | -23.0% |
| YTD | -15.2% | -3.6% | -11.6% | -15.3% |
| 1Y | -33.9% | +8.3% | -42.3% | -35.5% |
| 3Y | +11.8% | +204.8% | -193.0% | -13.6% |
| 5Y | +85.5% | +232.9% | -147.4% | +36.7% |
| All | +288.6% | +311.3% | -22.7% | +153.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling