-33.9%
AZO vs BNS
+49.3%
-83.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.2% |
| 7D | -3.6% | -0.4% | -3.2% | -3.5% |
| 30D | -5.6% | +3.5% | -9.0% | -6.0% |
| 3M | -6.6% | +14.1% | -20.7% | -8.8% |
| 6M | -22.5% | +33.8% | -56.3% | -27.2% |
| YTD | -15.2% | +29.5% | -44.6% | -20.6% |
| 1Y | -33.9% | +48.4% | -82.3% | -39.7% |
| All | -33.9% | +49.3% | -83.2% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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