+288.6%
AZO vs DD
+66.6%
+222.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.6% | -3.5% | -0.1% | -2.8% |
| 30D | -5.6% | -11.7% | +6.1% | -2.8% |
| 3M | -6.6% | -9.2% | +2.6% | -4.8% |
| 6M | -22.5% | -7.2% | -15.3% | -21.7% |
| YTD | -15.2% | +6.6% | -21.8% | -17.3% |
| 1Y | -33.9% | +32.0% | -65.9% | -39.1% |
| 3Y | +11.8% | +42.1% | -30.3% | -1.2% |
| 5Y | +85.5% | +58.1% | +27.5% | +55.7% |
| All | +288.6% | +66.6% | +222.0% | +188.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling