+11.8%
AZO vs DG
+4.6%
+7.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.3% |
| 7D | -3.6% | -6.5% | +2.9% | -2.8% |
| 30D | -5.6% | +4.2% | -9.7% | -6.0% |
| 3M | -6.6% | +9.5% | -16.2% | -7.6% |
| 6M | -22.5% | -13.1% | -9.4% | -21.9% |
| YTD | -15.2% | -4.8% | -10.3% | -15.1% |
| 1Y | -33.9% | +20.6% | -54.5% | -35.3% |
| 3Y | +11.8% | +4.9% | +6.9% | +9.9% |
| All | +11.8% | +4.6% | +7.2% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling