-19.3%
AZO vs BIYA
-99.8%
+80.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.4% |
| 7D | -0.8% | +2.7% | -3.5% | -0.8% |
| 30D | -5.1% | -16.7% | +11.5% | -5.0% |
| 3M | -7.2% | -74.6% | +67.4% | -7.4% |
| 6M | -20.7% | -85.4% | +64.6% | -20.8% |
| YTD | -14.2% | -94.2% | +80.0% | -14.3% |
| 1Y | -32.2% | -98.6% | +66.4% | -31.8% |
| All | -19.3% | -99.8% | +80.5% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling