-33.9%
AZO vs DG
+19.2%
-53.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | -3.6% | -6.5% | +2.9% | -2.3% |
| 30D | -5.6% | +4.2% | -9.7% | -6.5% |
| 3M | -6.6% | +9.5% | -16.2% | -8.4% |
| 6M | -22.5% | -13.1% | -9.4% | -22.1% |
| YTD | -15.2% | -4.8% | -10.3% | -15.4% |
| 1Y | -33.9% | +20.6% | -54.5% | -36.8% |
| All | -33.9% | +19.2% | -53.1% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling