-14.9%
DRAM vs AZO
-5.7%
-9.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.1% |
| 7D | +18.0% | -1.7% | +19.7% | +15.4% |
| 30D | -17.4% | +12.4% | -29.8% | -3.7% |
| 3M | -20.3% | +6.8% | -27.1% | -12.9% |
| 6M | -14.9% | -4.6% | -10.3% | -12.4% |
| All | -14.9% | -5.7% | -9.2% | -12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling