+558.9%
RMBS vs AZO
+296.8%
+262.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +1.8% | -3.6% | +5.3% | +2.9% |
| 30D | -13.9% | -5.6% | -8.3% | -12.5% |
| 3M | -39.8% | -6.6% | -33.2% | -39.0% |
| 6M | -6.0% | -22.5% | +16.5% | +0.8% |
| YTD | -5.4% | -15.2% | +9.8% | -1.5% |
| 1Y | -1.8% | -33.9% | +32.1% | +10.4% |
| 3Y | +53.7% | +11.8% | +41.9% | +38.8% |
| 5Y | +268.5% | +85.5% | +183.0% | +166.7% |
| All | +558.9% | +296.8% | +262.0% | +290.1% |
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