+16.8%
RF vs AZO
-13.9%
+30.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | +0.4% | -1.7% | +2.1% | +0.5% |
| 30D | +5.6% | +12.4% | -6.9% | +4.3% |
| 3M | -8.9% | +6.8% | -15.6% | -9.5% |
| 6M | +7.1% | -4.6% | +11.7% | +7.2% |
| YTD | +8.3% | -4.1% | +12.4% | +10.2% |
| 1Y | +16.8% | -14.2% | +31.0% | +19.4% |
| All | +16.8% | -13.9% | +30.8% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 1y: compounded portfolio wealth divided by compounded AZO 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…
1y analysis · Full analysis span regression · 6 months rolling