+12.0%
AZO vs RVTY
+13.9%
-1.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.8% |
| 7D | -2.9% | -7.4% | +4.5% | -2.4% |
| 30D | -5.3% | +4.5% | -9.8% | -5.7% |
| 3M | -7.3% | +19.5% | -26.8% | -8.8% |
| 6M | -22.7% | +34.1% | -56.8% | -24.9% |
| YTD | -15.0% | +25.3% | -40.3% | -17.2% |
| 1Y | -32.2% | +47.0% | -79.2% | -34.8% |
| All | +12.0% | +13.9% | -1.9% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 3y: compounded portfolio wealth divided by compounded RVTY 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…
3y analysis · Full analysis span regression · 6 months rolling