+70.5%
AZO vs DOC
-21.4%
+91.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +1.3% | -0.9% | +2.2% | +1.5% |
| 30D | +12.0% | +7.7% | +4.2% | +10.5% |
| 3M | +7.2% | -2.0% | +9.2% | +7.5% |
| 6M | -3.2% | +5.9% | -9.0% | -4.1% |
| YTD | -3.9% | +31.8% | -35.7% | -8.7% |
| 1Y | -14.7% | +22.5% | -37.2% | -17.8% |
| 3Y | +20.4% | +54.7% | -34.3% | +8.6% |
| All | +70.5% | -21.4% | +91.9% | +89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling