+85.2%
AZO vs DD
+56.1%
+29.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.6% | -3.5% | -0.1% | -3.1% |
| 30D | -5.6% | -11.7% | +6.1% | -3.8% |
| 3M | -6.6% | -9.2% | +2.6% | -5.4% |
| 6M | -22.5% | -7.2% | -15.3% | -22.1% |
| YTD | -15.2% | +6.6% | -21.8% | -16.6% |
| 1Y | -33.9% | +32.0% | -65.9% | -37.4% |
| 3Y | +11.8% | +42.1% | -30.3% | +3.0% |
| All | +85.2% | +56.1% | +29.1% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling