+12.9%
AZO vs BAM
+66.1%
-53.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -2.9% | -6.1% | +3.1% | -2.4% |
| 30D | -5.3% | -13.8% | +8.5% | -4.0% |
| 3M | -7.3% | +4.4% | -11.7% | -7.8% |
| 6M | -22.7% | +6.4% | -29.1% | -23.3% |
| YTD | -15.0% | -7.1% | -8.0% | -14.9% |
| 1Y | -32.2% | -11.8% | -20.4% | -31.9% |
| 3Y | +10.0% | +50.2% | -40.1% | +1.6% |
| All | +12.9% | +66.1% | -53.3% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling