+39,072.8%
AZO vs BRO
+32,684.6%
+6,388.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -3.6% | -7.3% | +3.8% | -2.0% |
| 30D | -5.6% | -6.9% | +1.3% | -4.2% |
| 3M | -6.6% | +10.7% | -17.3% | -8.7% |
| 6M | -22.5% | -2.7% | -19.8% | -22.3% |
| YTD | -15.2% | -16.3% | +1.1% | -12.5% |
| 1Y | -33.9% | -29.1% | -4.9% | -29.5% |
| 3Y | +11.8% | -7.8% | +19.6% | +12.4% |
| 5Y | +85.5% | +18.7% | +66.8% | +76.1% |
| 10Y | +298.2% | +291.9% | +6.3% | +206.7% |
| All | +39,072.8% | +32,684.6% | +6,388.2% | +24,212.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling