+12,945.8%
AZO vs DRI
+7,437.5%
+5,508.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.8% | -0.6% |
| 7D | -0.5% | -1.2% | +0.7% | -0.2% |
| 30D | -5.6% | -0.4% | -5.2% | -5.6% |
| 3M | -4.0% | +9.5% | -13.5% | -6.4% |
| 6M | -18.9% | +6.5% | -25.4% | -20.5% |
| YTD | -13.0% | +18.4% | -31.4% | -17.4% |
| 1Y | -30.4% | +4.2% | -34.6% | -31.8% |
| 3Y | +12.7% | +57.1% | -44.4% | -2.5% |
| 5Y | +89.6% | +70.4% | +19.2% | +58.2% |
| 10Y | +304.7% | +354.0% | -49.4% | +138.5% |
| All | +12,945.8% | +7,437.5% | +5,508.3% | +3,238.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling