+288.6%
AZO vs DRI
+353.8%
-65.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -3.6% | -3.2% | -0.3% | -2.7% |
| 30D | -5.6% | -7.8% | +2.3% | -3.5% |
| 3M | -6.6% | +0.4% | -7.0% | -6.9% |
| 6M | -22.5% | +4.8% | -27.3% | -23.8% |
| YTD | -15.2% | +16.7% | -31.9% | -19.3% |
| 1Y | -33.9% | +1.5% | -35.4% | -34.8% |
| 3Y | +11.8% | +56.3% | -44.5% | -3.8% |
| 5Y | +85.5% | +66.4% | +19.1% | +54.1% |
| All | +288.6% | +353.8% | -65.3% | +133.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling