+288.6%
AZO vs BBWI
-55.0%
+343.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.4% | -6.6% | -1.0% |
| 7D | -3.6% | -4.8% | +1.2% | -3.0% |
| 30D | -5.6% | +3.5% | -9.0% | -6.2% |
| 3M | -6.6% | -0.3% | -6.3% | -7.0% |
| 6M | -22.5% | -5.4% | -17.1% | -22.7% |
| YTD | -15.2% | -4.7% | -10.5% | -15.9% |
| 1Y | -33.9% | -30.5% | -3.5% | -32.2% |
| 3Y | +11.8% | -44.3% | +56.1% | +14.3% |
| 5Y | +85.5% | -66.9% | +152.4% | +100.3% |
| All | +288.6% | -55.0% | +343.5% | +240.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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