+39.7%
RIG vs AZO
-7.5%
+47.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.9% | -11.6% | -7.4% |
| 7D | -18.8% | +5.3% | -24.1% | -18.6% |
| 30D | -1.1% | +18.4% | -19.5% | -1.0% |
| 3M | +4.4% | +9.8% | -5.4% | +4.6% |
| 6M | -20.8% | -4.5% | -16.3% | -18.3% |
| YTD | +32.0% | -1.9% | +33.9% | +39.8% |
| 1Y | +39.7% | -9.5% | +49.3% | +49.6% |
| All | +39.7% | -7.5% | +47.2% | +49.6% |
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