+11,371.8%
AZO vs BWA
+3,371.1%
+8,000.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.0% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -5.1% | -5.6% | +0.4% | -4.0% |
| 3M | -7.2% | -10.7% | +3.5% | -5.4% |
| 6M | -20.7% | +23.2% | -43.9% | -25.4% |
| YTD | -14.2% | +46.0% | -60.2% | -23.0% |
| 1Y | -32.2% | +51.2% | -83.3% | -39.8% |
| 3Y | +11.1% | +69.6% | -58.4% | -6.3% |
| 5Y | +87.6% | +86.6% | +1.0% | +51.1% |
| 10Y | +302.9% | +152.3% | +150.6% | +186.1% |
| All | +11,371.8% | +3,371.1% | +8,000.7% | +3,868.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling