+288.6%
AZO vs BWA
+156.8%
+131.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.5% |
| 7D | -3.6% | -1.3% | -2.3% | -3.3% |
| 30D | -5.6% | -2.9% | -2.6% | -5.1% |
| 3M | -6.6% | -10.7% | +4.1% | -4.8% |
| 6M | -22.5% | +26.5% | -49.0% | -27.4% |
| YTD | -15.2% | +49.1% | -64.3% | -24.2% |
| 1Y | -33.9% | +52.1% | -86.0% | -41.4% |
| 3Y | +11.8% | +72.6% | -60.8% | -5.8% |
| 5Y | +85.5% | +89.4% | -3.9% | +48.2% |
| All | +288.6% | +156.8% | +131.8% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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