-2.6%
BA vs AZO
+85.0%
-87.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -2.7% | -2.9% | +0.2% | -2.0% |
| 30D | -12.2% | -5.3% | -6.9% | -11.1% |
| 3M | -2.0% | -7.3% | +5.3% | -0.6% |
| 6M | -6.0% | -22.7% | +16.7% | 0.0% |
| YTD | -5.7% | -15.0% | +9.4% | -2.6% |
| 1Y | -10.0% | -32.2% | +22.3% | -1.0% |
| 3Y | -3.1% | +10.0% | -13.1% | -12.0% |
| 5Y | -2.6% | +85.8% | -88.4% | -33.0% |
| All | -2.6% | +85.0% | -87.6% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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