-12.4%
AZO vs DOC
+20.9%
-33.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -2.9% |
| 7D | +1.5% | +6.5% | -5.0% | +0.4% |
| 30D | +13.0% | +9.2% | +3.8% | +11.4% |
| 3M | +4.8% | -2.5% | +7.3% | +4.8% |
| 6M | -9.2% | +7.1% | -16.3% | -9.7% |
| YTD | -5.2% | +33.0% | -38.2% | -9.0% |
| 1Y | -12.4% | +23.3% | -35.7% | -13.8% |
| All | -12.4% | +20.9% | -33.4% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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