+1,994.8%
RSG vs AZO
+8,802.9%
-6,808.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | 0.0% | -3.6% | +3.6% | +0.9% |
| 30D | +4.0% | -5.6% | +9.5% | +5.5% |
| 3M | +7.4% | -6.6% | +14.0% | +9.1% |
| 6M | +0.1% | -22.5% | +22.6% | +6.3% |
| YTD | +6.0% | -15.2% | +21.2% | +9.7% |
| 1Y | -3.0% | -33.9% | +31.0% | +6.9% |
| 3Y | +56.5% | +11.8% | +44.7% | +49.5% |
| 5Y | +90.9% | +85.5% | +5.4% | +58.5% |
| 10Y | +428.7% | +298.2% | +130.5% | +254.0% |
| All | +1,994.8% | +8,802.9% | -6,808.1% | +585.3% |
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