+70.5%
AZO vs BURL
-10.8%
+81.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.7% |
| 7D | +1.3% | -1.6% | +2.9% | +1.5% |
| 30D | +12.0% | -7.7% | +19.7% | +13.0% |
| 3M | +7.2% | -31.7% | +38.9% | +12.0% |
| 6M | -3.2% | -15.2% | +12.0% | -1.7% |
| YTD | -3.9% | -15.9% | +12.0% | -2.5% |
| 1Y | -14.7% | -14.2% | -0.4% | -13.8% |
| 3Y | +20.4% | +93.5% | -73.1% | +5.0% |
| All | +70.5% | -10.8% | +81.3% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling