+304.7%
AZO vs BURL
+206.3%
+98.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.7% | -0.3% |
| 7D | -0.5% | -2.6% | +2.1% | 0.0% |
| 30D | -5.6% | -30.8% | +25.2% | +1.1% |
| 3M | -4.0% | -18.7% | +14.7% | -0.4% |
| 6M | -18.9% | -16.4% | -2.5% | -16.7% |
| YTD | -13.0% | -11.6% | -1.4% | -11.8% |
| 1Y | -30.4% | -12.0% | -18.4% | -29.9% |
| 3Y | +12.7% | +63.6% | -50.9% | -4.5% |
| 5Y | +89.6% | -12.6% | +102.2% | +80.1% |
| 10Y | +304.7% | +206.5% | +98.2% | +178.4% |
| All | +304.7% | +206.3% | +98.3% | +178.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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