+1,059.0%
RMBS vs AZO
+12,353.3%
-11,294.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.4% |
| 7D | +3.5% | -0.8% | +4.3% | +3.7% |
| 30D | -8.6% | -5.1% | -3.5% | -7.0% |
| 3M | -40.3% | -7.2% | -33.1% | -39.3% |
| 6M | -1.0% | -20.7% | +19.8% | +6.1% |
| YTD | -4.6% | -14.2% | +9.6% | -0.8% |
| 1Y | +17.6% | -32.2% | +49.7% | +32.3% |
| 3Y | +58.6% | +11.1% | +47.5% | +44.9% |
| 5Y | +270.9% | +87.6% | +183.4% | +172.1% |
| 10Y | +569.1% | +302.9% | +266.1% | +251.0% |
| All | +1,059.0% | +12,353.3% | -11,294.3% | +69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling