+288.6%
AZO vs BRO
+294.2%
-5.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -3.6% | -7.3% | +3.8% | -0.5% |
| 30D | -5.6% | -6.9% | +1.3% | -2.9% |
| 3M | -6.6% | +10.7% | -17.3% | -10.8% |
| 6M | -22.5% | -2.7% | -19.8% | -22.2% |
| YTD | -15.2% | -16.3% | +1.1% | -9.8% |
| 1Y | -33.9% | -29.1% | -4.9% | -24.8% |
| 3Y | +11.8% | -7.8% | +19.6% | +10.5% |
| 5Y | +85.5% | +18.7% | +66.8% | +57.6% |
| All | +288.6% | +294.2% | -5.7% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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