+85.2%
AZO vs DTE
+30.3%
+54.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.3% |
| 7D | -3.6% | -2.6% | -1.0% | -2.7% |
| 30D | -5.6% | -4.4% | -1.2% | -4.1% |
| 3M | -6.6% | -8.3% | +1.7% | -3.7% |
| 6M | -22.5% | -8.1% | -14.4% | -20.2% |
| YTD | -15.2% | +4.4% | -19.6% | -16.4% |
| 1Y | -33.9% | +0.2% | -34.1% | -34.0% |
| 3Y | +11.8% | +42.6% | -30.8% | -1.4% |
| All | +85.2% | +30.3% | +54.9% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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