+76.6%
AZO vs BURL
-17.2%
+93.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.6% |
| 7D | +1.5% | +4.1% | -2.6% | +1.0% |
| 30D | +13.0% | -9.5% | +22.5% | +14.3% |
| 3M | +4.8% | -33.5% | +38.3% | +9.8% |
| 6M | -9.2% | -22.1% | +12.9% | -6.9% |
| YTD | -5.2% | -14.6% | +9.4% | -4.0% |
| 1Y | -12.4% | -8.4% | -4.1% | -12.3% |
| 3Y | +23.4% | +86.6% | -63.1% | +8.5% |
| All | +76.6% | -17.2% | +93.8% | +77.2% |
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