-20.2%
AZO vs BIYA
-99.8%
+79.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | -0.1% |
| 7D | -3.6% | -1.8% | -1.8% | -3.6% |
| 30D | -5.6% | -17.5% | +11.9% | -5.4% |
| 3M | -6.6% | -78.0% | +71.4% | -6.8% |
| 6M | -22.5% | -89.5% | +67.0% | -22.6% |
| YTD | -15.2% | -94.3% | +79.1% | -15.3% |
| 1Y | -33.9% | -98.6% | +64.7% | -33.5% |
| All | -20.2% | -99.8% | +79.5% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 5y: compounded portfolio wealth divided by compounded BIYA 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…
5y analysis · Full analysis span regression · 6 months rolling