-42.2%
RIG vs AZO
+296.8%
-339.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | -3.1% | -3.6% | +0.5% | -2.0% |
| 30D | -0.5% | -5.6% | +5.0% | +1.1% |
| 3M | -6.0% | -6.6% | +0.7% | -4.6% |
| 6M | -10.1% | -22.5% | +12.4% | -3.6% |
| YTD | +37.3% | -15.2% | +52.5% | +42.9% |
| 1Y | +73.9% | -33.9% | +107.9% | +95.9% |
| 3Y | -30.2% | +11.8% | -42.0% | -36.6% |
| 5Y | +62.5% | +85.5% | -23.1% | +18.2% |
| All | -42.2% | +296.8% | -339.0% | -68.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling