+89.8%
RF vs AZO
+93.0%
-3.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | +2.7% | -0.5% | +3.1% | +2.8% |
| 30D | -3.4% | -5.6% | +2.3% | -1.9% |
| 3M | +6.4% | -4.0% | +10.3% | +7.2% |
| 6M | +13.4% | -18.9% | +32.3% | +19.7% |
| YTD | +14.2% | -13.0% | +27.2% | +17.4% |
| 1Y | +15.7% | -30.4% | +46.1% | +27.5% |
| 3Y | +91.3% | +12.7% | +78.6% | +73.8% |
| 5Y | +89.8% | +89.6% | +0.1% | +40.0% |
| All | +89.8% | +93.0% | -3.3% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling