-99.9%
DFNS vs AZO
+151.0%
-250.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -5.1% |
| 7D | +4.6% | -0.8% | +5.4% | +4.3% |
| 30D | -73.9% | -5.1% | -68.8% | -74.2% |
| 3M | -71.7% | -7.2% | -64.5% | -72.4% |
| 6M | -94.6% | -20.7% | -73.8% | -95.1% |
| YTD | -98.1% | -14.2% | -83.9% | -98.2% |
| 1Y | -98.3% | -32.2% | -66.1% | -98.6% |
| 3Y | -99.9% | +11.1% | -111.0% | -99.9% |
| 5Y | -99.9% | +87.6% | -187.4% | -99.9% |
| All | -99.9% | +151.0% | -250.8% | -99.9% |
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