+1,106.1%
DIA vs AZO
+10,437.4%
-9,331.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.3% |
| 7D | -1.2% | -0.8% | -0.4% | -1.0% |
| 30D | -2.7% | -5.1% | +2.4% | -1.2% |
| 3M | +3.3% | -7.2% | +10.5% | +5.2% |
| 6M | +10.4% | -20.7% | +31.2% | +17.6% |
| YTD | +10.0% | -14.2% | +24.2% | +13.9% |
| 1Y | +16.2% | -32.2% | +48.3% | +28.9% |
| 3Y | +58.7% | +11.1% | +47.6% | +49.1% |
| 5Y | +63.6% | +87.6% | -24.0% | +28.6% |
| 10Y | +251.0% | +302.9% | -51.9% | +111.5% |
| All | +1,106.1% | +10,437.4% | -9,331.4% | +167.8% |
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 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