+288.6%
AZO vs BRKR
+155.3%
+133.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -3.6% | -8.7% | +5.1% | -2.3% |
| 30D | -5.6% | -9.9% | +4.3% | -4.3% |
| 3M | -6.6% | -3.1% | -3.6% | -7.4% |
| 6M | -22.5% | +45.5% | -68.0% | -28.7% |
| YTD | -15.2% | +13.7% | -28.9% | -19.1% |
| 1Y | -33.9% | +67.4% | -101.4% | -41.4% |
| 3Y | +11.8% | -13.2% | +25.0% | +8.1% |
| 5Y | +85.5% | -39.5% | +125.0% | +91.3% |
| All | +288.6% | +155.3% | +133.2% | +195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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