+289.2%
AZO vs RY
+377.5%
-88.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -2.9% | -2.9% | 0.0% | -1.7% |
| 30D | -5.3% | -2.0% | -3.3% | -4.5% |
| 3M | -7.3% | +4.9% | -12.2% | -9.6% |
| 6M | -22.7% | +26.1% | -48.8% | -30.6% |
| YTD | -15.0% | +22.4% | -37.4% | -22.8% |
| 1Y | -32.2% | +44.7% | -77.0% | -43.1% |
| 3Y | +10.0% | +155.7% | -145.7% | -30.7% |
| 5Y | +85.8% | +137.7% | -51.8% | +19.9% |
| All | +289.2% | +377.5% | -88.3% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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