+490.3%
XRT vs AZO
+2,996.8%
-2,506.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -0.9% |
| 7D | -2.4% | -0.8% | -1.6% | -2.0% |
| 30D | -6.9% | -5.1% | -1.8% | -4.4% |
| 3M | -0.4% | -7.2% | +6.8% | +3.0% |
| 6M | +2.2% | -20.7% | +23.0% | +14.3% |
| YTD | -0.7% | -14.2% | +13.5% | +5.6% |
| 1Y | -2.0% | -32.2% | +30.2% | +17.6% |
| 3Y | +41.0% | +11.1% | +29.9% | +25.3% |
| 5Y | -3.3% | +87.6% | -90.9% | -37.8% |
| 10Y | +124.8% | +302.9% | -178.1% | -15.2% |
| All | +490.3% | +2,996.8% | -2,506.5% | -46.0% |
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 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