+85.2%
AZO vs DGX
+66.8%
+18.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.7% |
| 7D | -3.6% | -0.9% | -2.7% | -3.3% |
| 30D | -5.6% | -1.2% | -4.4% | -5.3% |
| 3M | -6.6% | +15.8% | -22.4% | -10.8% |
| 6M | -22.5% | +18.2% | -40.7% | -26.5% |
| YTD | -15.2% | +37.2% | -52.4% | -23.1% |
| 1Y | -33.9% | +30.4% | -64.3% | -39.2% |
| 3Y | +11.8% | +96.7% | -84.9% | -11.1% |
| All | +85.2% | +66.8% | +18.4% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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