+120.1%
DRAM vs AZO
-13.3%
+133.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +1.2% |
| 7D | +11.0% | -0.5% | +11.4% | +10.4% |
| 30D | +20.8% | -5.6% | +26.4% | +14.0% |
| 3M | +1.0% | -4.0% | +4.9% | +1.0% |
| All | +120.1% | -13.3% | +133.4% | +105.6% |
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 · Available span rolling