+85.2%
AZO vs DBX
+11.7%
+73.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.4% |
| 7D | -3.6% | +2.1% | -5.7% | -3.9% |
| 30D | -5.6% | +5.7% | -11.3% | -6.4% |
| 3M | -6.6% | +31.8% | -38.4% | -10.3% |
| 6M | -22.5% | +37.5% | -60.0% | -26.1% |
| YTD | -15.2% | +27.9% | -43.1% | -18.4% |
| 1Y | -33.9% | +15.0% | -49.0% | -35.6% |
| 3Y | +11.8% | +27.2% | -15.4% | +5.2% |
| All | +85.2% | +11.7% | +73.5% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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