-10.9%
DOW vs AZO
+198.2%
-209.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.1% |
| 7D | -6.0% | -0.8% | -5.2% | -5.8% |
| 30D | -2.7% | -5.1% | +2.4% | -1.1% |
| 3M | -10.5% | -7.2% | -3.2% | -8.7% |
| 6M | -12.4% | -20.7% | +8.3% | -6.1% |
| YTD | +30.0% | -14.2% | +44.2% | +34.7% |
| 1Y | +27.8% | -32.2% | +60.0% | +45.1% |
| 3Y | -34.9% | +11.1% | -46.1% | -42.4% |
| 5Y | -35.9% | +87.6% | -123.5% | -59.9% |
| All | -10.9% | +198.2% | -209.2% | -57.8% |
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