-99.9%
DFNS vs AZO
+10.2%
-110.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +0.8% |
| 7D | -3.3% | -2.9% | -0.4% | -5.3% |
| 30D | -73.1% | -5.3% | -67.8% | -73.9% |
| 3M | -71.4% | -7.3% | -64.0% | -72.8% |
| 6M | -93.8% | -22.7% | -71.2% | -95.3% |
| YTD | -98.0% | -15.0% | -83.0% | -98.3% |
| 1Y | -98.2% | -32.2% | -65.9% | -98.9% |
| All | -99.9% | +10.2% | -110.1% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling