+2,145.7%
AZO vs BR
+1,278.7%
+867.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.6% | -3.0% | -0.6% | -2.6% |
| 30D | -5.6% | -0.3% | -5.3% | -5.6% |
| 3M | -6.6% | +17.3% | -23.9% | -12.0% |
| 6M | -22.5% | -6.7% | -15.8% | -21.2% |
| YTD | -15.2% | -23.4% | +8.3% | -8.1% |
| 1Y | -33.9% | -32.7% | -1.3% | -25.1% |
| 3Y | +11.8% | -5.9% | +17.7% | +11.5% |
| 5Y | +85.5% | +8.4% | +77.1% | +73.2% |
| 10Y | +298.2% | +189.2% | +109.0% | +157.1% |
| All | +2,145.7% | +1,278.7% | +867.0% | +658.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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