-20.9%
RMD vs AZO
+85.8%
-106.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -4.4% | -3.6% | -0.8% | -3.6% |
| 30D | -3.1% | -5.6% | +2.4% | -1.8% |
| 3M | +13.8% | -6.6% | +20.4% | +15.3% |
| 6M | -8.6% | -22.5% | +13.9% | -3.1% |
| YTD | -8.6% | -15.2% | +6.5% | -5.8% |
| 1Y | -19.7% | -33.9% | +14.3% | -11.4% |
| 3Y | +48.4% | +11.8% | +36.6% | +37.7% |
| All | -20.9% | +85.8% | -106.7% | -40.3% |
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 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