+288.6%
AZO vs BG
+166.7%
+121.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | +0.1% |
| 7D | -3.6% | +3.1% | -6.7% | -4.1% |
| 30D | -5.6% | +10.2% | -15.8% | -7.2% |
| 3M | -6.6% | -1.7% | -5.0% | -6.7% |
| 6M | -22.5% | +1.0% | -23.5% | -23.1% |
| YTD | -15.2% | +39.9% | -55.1% | -20.7% |
| 1Y | -33.9% | +53.2% | -87.2% | -39.4% |
| 3Y | +11.8% | +16.3% | -4.5% | +6.8% |
| 5Y | +85.5% | +83.9% | +1.7% | +58.0% |
| All | +288.6% | +166.7% | +121.9% | +175.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling