+85.2%
AZO vs RL
+232.4%
-147.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -3.6% | -3.4% | -0.1% | -3.2% |
| 30D | -5.6% | -14.4% | +8.9% | -4.0% |
| 3M | -6.6% | -13.6% | +6.9% | -5.3% |
| 6M | -22.5% | +0.6% | -23.1% | -22.7% |
| YTD | -15.2% | -3.6% | -11.6% | -15.2% |
| 1Y | -33.9% | +8.3% | -42.3% | -34.8% |
| 3Y | +11.8% | +204.8% | -193.0% | -6.7% |
| All | +85.2% | +232.4% | -147.2% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling