+37.2%
DIS vs AZO
+20.6%
+16.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +1.9% | +1.3% | +0.6% | +1.6% |
| 30D | +9.2% | +12.0% | -2.8% | +7.0% |
| 3M | +13.5% | +7.2% | +6.3% | +12.0% |
| 6M | +14.3% | -3.2% | +17.5% | +14.3% |
| YTD | +5.4% | -3.9% | +9.3% | +5.4% |
| 1Y | +12.2% | -14.7% | +26.8% | +14.0% |
| 3Y | +37.2% | +20.4% | +16.8% | +30.2% |
| All | +37.2% | +20.6% | +16.6% | +30.2% |
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