+17,006.4%
DE vs AZO
+41,743.6%
-24,737.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -2.6% | -3.6% | +1.0% | -1.5% |
| 30D | +9.0% | -5.6% | +14.6% | +10.8% |
| 3M | +19.1% | -6.6% | +25.8% | +20.9% |
| 6M | +14.4% | -22.5% | +36.9% | +22.5% |
| YTD | +45.9% | -15.2% | +61.1% | +51.6% |
| 1Y | +43.6% | -33.9% | +77.5% | +60.5% |
| 3Y | +75.9% | +11.8% | +64.1% | +65.4% |
| 5Y | +98.8% | +85.5% | +13.2% | +58.4% |
| 10Y | +861.4% | +298.2% | +563.2% | +496.0% |
| All | +17,006.4% | +41,743.6% | -24,737.2% | +3,140.6% |
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