+581.9%
AZO vs RNG
+302.4%
+279.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -1.0% |
| 7D | -2.9% | -9.6% | +6.7% | -2.2% |
| 30D | -5.3% | +8.8% | -14.1% | -5.9% |
| 3M | -7.3% | +78.6% | -86.0% | -11.4% |
| 6M | -22.7% | +70.3% | -92.9% | -26.1% |
| YTD | -15.0% | +140.3% | -155.4% | -21.2% |
| 1Y | -32.2% | +126.6% | -158.9% | -37.1% |
| 3Y | +10.0% | +120.2% | -110.2% | +0.7% |
| 5Y | +85.8% | -68.3% | +154.1% | +93.1% |
| 10Y | +298.9% | +220.6% | +78.3% | +212.2% |
| All | +581.9% | +302.4% | +279.5% | +412.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling