-12.8%
AZO vs DOC
+23.5%
-36.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.7% | +0.8% |
| 7D | -0.1% | +5.9% | -5.9% | -1.0% |
| 30D | +10.6% | +10.3% | +0.3% | +8.8% |
| 3M | +4.0% | -2.2% | +6.2% | +3.9% |
| 6M | -7.0% | +8.2% | -15.2% | -7.8% |
| YTD | -4.1% | +35.4% | -39.5% | -8.1% |
| All | -12.8% | +23.5% | -36.3% | -13.4% |
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