+11,523.2%
AZO vs DVA
+5,124.5%
+6,398.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.6% | -1.3% | -2.2% | -3.4% |
| 30D | -5.6% | 0.0% | -5.6% | -5.6% |
| 3M | -6.6% | -10.9% | +4.3% | -5.6% |
| 6M | -22.5% | +17.3% | -39.8% | -24.6% |
| YTD | -15.2% | +59.8% | -75.0% | -21.0% |
| 1Y | -33.9% | +36.3% | -70.2% | -37.3% |
| 3Y | +11.8% | +88.6% | -76.8% | +0.3% |
| 5Y | +85.5% | +47.5% | +38.0% | +68.8% |
| 10Y | +298.2% | +185.2% | +113.0% | +226.5% |
| All | +11,523.2% | +5,124.5% | +6,398.8% | +6,882.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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