+499.9%
DDOG vs AZO
+149.2%
+350.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.4% | +8.5% | +7.6% |
| 7D | +7.7% | -0.8% | +8.5% | +7.9% |
| 30D | -13.6% | -5.1% | -8.5% | -12.3% |
| 3M | -0.9% | -7.2% | +6.3% | +1.0% |
| 6M | +75.2% | -20.7% | +96.0% | +86.6% |
| YTD | +65.7% | -14.2% | +79.8% | +71.1% |
| 1Y | +60.4% | -32.2% | +92.5% | +79.0% |
| 3Y | +130.7% | +11.1% | +119.5% | +109.3% |
| 5Y | +59.9% | +87.6% | -27.7% | +17.8% |
| All | +499.9% | +149.2% | +350.7% | +282.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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