+1,028.6%
RF vs AZO
+43,293.3%
-42,264.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +1.3% | +0.7% | +0.6% | +1.0% |
| 30D | -3.6% | -2.7% | -0.9% | -2.8% |
| 3M | +8.1% | -3.2% | +11.3% | +8.8% |
| 6M | +11.5% | -19.7% | +31.2% | +19.5% |
| YTD | +15.6% | -12.0% | +27.6% | +19.3% |
| 1Y | +15.7% | -29.5% | +45.2% | +28.5% |
| 3Y | +86.9% | +17.3% | +69.5% | +70.5% |
| 5Y | +89.8% | +94.1% | -4.2% | +42.7% |
| 10Y | +344.7% | +303.3% | +41.4% | +153.2% |
| All | +1,028.6% | +43,293.3% | -42,264.7% | +111.9% |
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