+16.7%
AZO vs DOC
+20.8%
-4.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.7% |
| 7D | +0.7% | -1.5% | +2.2% | +0.9% |
| 30D | -2.7% | -4.8% | +2.1% | -2.1% |
| 3M | -3.2% | +6.9% | -10.1% | -3.8% |
| 6M | -19.7% | +20.7% | -40.5% | -21.3% |
| YTD | -12.0% | +34.1% | -46.2% | -15.0% |
| 1Y | -29.5% | +22.6% | -52.2% | -31.2% |
| All | +16.7% | +20.8% | -4.1% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling