+13,091.6%
AZO vs RL
+1,349.6%
+11,742.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | +0.1% | -0.8% |
| 7D | -0.5% | +1.9% | -2.4% | -0.9% |
| 30D | -5.6% | -12.2% | +6.6% | -3.0% |
| 3M | -4.0% | -6.6% | +2.7% | -2.8% |
| 6M | -18.9% | +3.2% | -22.1% | -20.0% |
| YTD | -13.0% | -1.3% | -11.7% | -13.6% |
| 1Y | -30.4% | +13.6% | -44.0% | -33.1% |
| 3Y | +12.7% | +210.9% | -198.2% | -16.2% |
| 5Y | +89.6% | +246.9% | -157.2% | +33.7% |
| 10Y | +304.7% | +310.1% | -5.4% | +155.3% |
| All | +13,091.6% | +1,349.6% | +11,742.0% | +4,962.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling