-26.7%
RIOT vs AZO
+85.8%
-112.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.6% | +2.5% |
| 7D | -1.5% | -3.6% | +2.1% | -0.5% |
| 30D | +5.7% | -5.6% | +11.2% | +7.3% |
| 3M | -17.9% | -6.6% | -11.2% | -17.3% |
| 6M | +45.0% | -22.5% | +67.5% | +56.9% |
| YTD | +69.5% | -15.2% | +84.6% | +77.3% |
| 1Y | +37.2% | -33.9% | +71.1% | +58.2% |
| 3Y | +111.7% | +11.8% | +99.9% | +78.5% |
| All | -26.7% | +85.8% | -112.5% | -52.0% |
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