+14,468.5%
AZO vs RL
+1,517.3%
+12,951.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | +1.3% | +2.6% | -1.2% | +0.8% |
| 30D | +12.0% | +2.9% | +9.0% | +11.2% |
| 3M | +7.2% | 0.0% | +7.2% | +7.1% |
| 6M | -3.2% | +17.1% | -20.3% | -6.9% |
| YTD | -3.9% | +10.1% | -14.0% | -6.8% |
| 1Y | -14.7% | +17.3% | -32.0% | -18.4% |
| 3Y | +20.4% | +249.3% | -228.9% | -12.6% |
| 5Y | +72.8% | +240.9% | -168.1% | +22.9% |
| 10Y | +334.4% | +337.3% | -2.8% | +170.6% |
| All | +14,468.5% | +1,517.3% | +12,951.2% | +5,357.3% |
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