-29.5%
AZO vs BG
+50.1%
-79.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.5% |
| 7D | +0.7% | +2.8% | -2.1% | +0.7% |
| 30D | -2.7% | +12.0% | -14.7% | -3.0% |
| 3M | -3.2% | -7.7% | +4.5% | -2.5% |
| 6M | -19.7% | +4.5% | -24.2% | -20.0% |
| YTD | -12.0% | +35.7% | -47.7% | -12.5% |
| 1Y | -29.5% | +50.1% | -79.6% | -29.9% |
| All | -29.5% | +50.1% | -79.6% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling