+1,926.2%
AZO vs DG
+560.3%
+1,365.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.8% |
| 7D | -0.8% | -4.8% | +4.0% | +0.4% |
| 30D | -5.1% | +1.8% | -6.9% | -5.6% |
| 3M | -7.2% | +14.5% | -21.7% | -10.4% |
| 6M | -20.7% | -13.6% | -7.2% | -18.4% |
| YTD | -14.2% | -4.8% | -9.3% | -13.8% |
| 1Y | -32.2% | +21.6% | -53.7% | -36.2% |
| 3Y | +11.1% | +4.5% | +6.7% | +3.4% |
| 5Y | +87.6% | -38.5% | +126.0% | +100.9% |
| 10Y | +302.9% | +102.2% | +200.7% | +213.2% |
| All | +1,926.2% | +560.3% | +1,365.9% | +1,155.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling