+288.6%
AZO vs RNG
+222.9%
+65.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -3.6% | -6.1% | +2.5% | -3.2% |
| 30D | -5.6% | +9.6% | -15.2% | -6.2% |
| 3M | -6.6% | +83.3% | -90.0% | -10.4% |
| 6M | -22.5% | +77.9% | -100.5% | -25.7% |
| YTD | -15.2% | +139.9% | -155.1% | -20.6% |
| 1Y | -33.9% | +121.7% | -155.6% | -38.0% |
| 3Y | +11.8% | +121.9% | -110.1% | +3.4% |
| 5Y | +85.5% | -68.4% | +153.9% | +92.2% |
| All | +288.6% | +222.9% | +65.7% | +244.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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