+288.6%
AZO vs RRX
+228.4%
+60.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.8% |
| 7D | -3.6% | -0.3% | -3.2% | -3.5% |
| 30D | -5.6% | -6.1% | +0.6% | -4.6% |
| 3M | -6.6% | -23.1% | +16.4% | -3.3% |
| 6M | -22.5% | -19.5% | -3.0% | -21.1% |
| YTD | -15.2% | +16.1% | -31.2% | -20.2% |
| 1Y | -33.9% | +12.9% | -46.9% | -37.9% |
| 3Y | +11.8% | +7.9% | +3.9% | +1.7% |
| 5Y | +85.5% | +19.1% | +66.4% | +58.2% |
| All | +288.6% | +228.4% | +60.2% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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