+12,476.0%
AZO vs DGX
+8,778.1%
+3,697.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.5% |
| 7D | -3.6% | -0.9% | -2.7% | -3.4% |
| 30D | -5.6% | -1.2% | -4.4% | -5.3% |
| 3M | -6.6% | +15.8% | -22.4% | -9.8% |
| 6M | -22.5% | +18.2% | -40.7% | -25.5% |
| YTD | -15.2% | +37.2% | -52.4% | -21.3% |
| 1Y | -33.9% | +30.4% | -64.3% | -38.0% |
| 3Y | +11.8% | +96.7% | -84.9% | -5.1% |
| 5Y | +85.5% | +67.2% | +18.4% | +62.3% |
| 10Y | +298.2% | +253.9% | +44.3% | +192.8% |
| All | +12,476.0% | +8,778.1% | +3,697.8% | +4,846.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling