+64.1%
DIA vs AZO
+85.8%
-21.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.1% | +1.0% |
| 7D | -1.6% | -3.6% | +2.0% | -0.8% |
| 30D | -2.0% | -5.6% | +3.5% | -0.8% |
| 3M | +3.6% | -6.6% | +10.3% | +4.9% |
| 6M | +11.5% | -22.5% | +34.0% | +17.7% |
| YTD | +10.4% | -15.2% | +25.5% | +13.6% |
| 1Y | +15.6% | -33.9% | +49.5% | +26.7% |
| 3Y | +58.9% | +11.8% | +47.1% | +48.3% |
| All | +64.1% | +85.8% | -21.6% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling