+53.7%
RMBS vs AZO
+10.0%
+43.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +1.8% | -3.6% | +5.3% | +1.8% |
| 30D | -13.9% | -5.6% | -8.3% | -13.8% |
| 3M | -39.8% | -6.6% | -33.2% | -39.7% |
| 6M | -6.0% | -22.5% | +16.5% | -4.1% |
| YTD | -5.4% | -15.2% | +9.8% | -3.3% |
| 1Y | -1.8% | -33.9% | +32.1% | +2.5% |
| 3Y | +53.7% | +11.8% | +41.9% | +38.0% |
| All | +53.7% | +10.0% | +43.6% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling