-22.3%
DRAM vs AZO
-5.2%
-17.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.6% |
| 7D | +7.9% | +1.3% | +6.6% | +9.5% |
| 30D | -15.4% | +12.0% | -27.4% | -2.1% |
| 3M | -25.5% | +7.2% | -32.7% | -18.2% |
| 6M | -22.3% | -3.2% | -19.1% | -18.9% |
| All | -22.3% | -5.2% | -17.0% | -18.9% |
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