+6,920.8%
DECK vs AZO
+11,656.8%
-4,736.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.0% | +1.4% |
| 7D | -2.2% | +0.7% | -2.9% | -2.5% |
| 30D | -13.6% | -2.7% | -10.9% | -12.8% |
| 3M | -21.2% | -3.2% | -18.0% | -20.5% |
| 6M | -21.1% | -19.7% | -1.3% | -15.4% |
| YTD | -17.2% | -12.0% | -5.2% | -14.4% |
| 1Y | -30.7% | -29.5% | -1.2% | -22.9% |
| 3Y | -3.4% | +17.3% | -20.7% | -11.4% |
| 5Y | +25.5% | +94.1% | -68.5% | -4.3% |
| 10Y | +714.7% | +303.3% | +411.4% | +381.1% |
| All | +6,920.8% | +11,656.8% | -4,736.0% | +1,750.9% |
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