-99.6%
DFNS vs AZO
-7.5%
-92.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +3.9% | -22.3% | -19.7% |
| 7D | -27.7% | +5.3% | -33.0% | -29.4% |
| 30D | -58.0% | +18.4% | -76.4% | -61.2% |
| 3M | -94.0% | +9.8% | -103.8% | -94.3% |
| 6M | -94.6% | -4.5% | -90.1% | -94.8% |
| YTD | -99.4% | -1.9% | -97.5% | -99.4% |
| 1Y | -99.6% | -9.5% | -90.1% | -99.6% |
| All | -99.6% | -7.5% | -92.2% | -99.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling