+85.2%
AZO vs BWA
+87.2%
-2.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.3% |
| 7D | -3.6% | -1.3% | -2.3% | -3.4% |
| 30D | -5.6% | -2.9% | -2.6% | -5.3% |
| 3M | -6.6% | -10.7% | +4.1% | -5.5% |
| 6M | -22.5% | +26.5% | -49.0% | -25.6% |
| YTD | -15.2% | +49.1% | -64.3% | -20.9% |
| 1Y | -33.9% | +52.1% | -86.0% | -38.7% |
| 3Y | +11.8% | +72.6% | -60.8% | +0.8% |
| All | +85.2% | +87.2% | -2.0% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling