+605.3%
AZO vs BURL
+1,051.1%
-445.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | 0.0% |
| 7D | +0.7% | -2.8% | +3.5% | +1.2% |
| 30D | -2.7% | -28.2% | +25.5% | +3.3% |
| 3M | -3.2% | -17.6% | +14.4% | 0.0% |
| 6M | -19.7% | -11.8% | -8.0% | -18.4% |
| YTD | -12.0% | -8.1% | -3.9% | -11.5% |
| 1Y | -29.5% | -12.0% | -17.6% | -29.0% |
| 3Y | +17.3% | +63.3% | -46.0% | +0.6% |
| 5Y | +94.1% | -10.8% | +104.9% | +83.1% |
| 10Y | +303.3% | +215.9% | +87.4% | +177.3% |
| All | +605.3% | +1,051.1% | -445.8% | +325.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling