+39,538.7%
AZO vs DD
+1,315.9%
+38,222.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.7% |
| 7D | -0.8% | -3.8% | +3.0% | +0.1% |
| 30D | -5.1% | -9.2% | +4.1% | -2.9% |
| 3M | -7.2% | -9.0% | +1.8% | -5.3% |
| 6M | -20.7% | -5.0% | -15.8% | -20.3% |
| YTD | -14.2% | +7.4% | -21.6% | -16.5% |
| 1Y | -32.2% | +35.1% | -67.3% | -38.0% |
| 3Y | +11.1% | +43.2% | -32.1% | -2.2% |
| 5Y | +87.6% | +59.6% | +27.9% | +57.5% |
| 10Y | +302.9% | +66.5% | +236.4% | +216.0% |
| All | +39,538.7% | +1,315.9% | +38,222.8% | +15,397.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling