+964.8%
RF vs AZO
+46,699.1%
-45,734.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | +0.3% | +0.5% | -0.2% | +0.1% |
| 30D | +6.2% | +9.4% | -3.3% | +2.8% |
| 3M | -7.8% | +4.9% | -12.7% | -9.6% |
| 6M | +5.9% | -8.0% | +13.9% | +8.0% |
| YTD | +9.0% | -5.1% | +14.2% | +9.3% |
| 1Y | +19.3% | -13.7% | +32.9% | +23.3% |
| 3Y | +116.4% | +19.1% | +97.4% | +96.4% |
| 5Y | +46.0% | +71.0% | -25.0% | +14.8% |
| 10Y | +239.8% | +331.1% | -91.3% | +88.7% |
| All | +964.8% | +46,699.1% | -45,734.3% | +94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling