+392.9%
BAC vs AZO
+296.8%
+96.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | 0.0% | -3.6% | +3.6% | +1.2% |
| 30D | -2.8% | -5.6% | +2.8% | -0.9% |
| 3M | +14.2% | -6.6% | +20.9% | +16.3% |
| 6M | +30.5% | -22.5% | +53.0% | +41.3% |
| YTD | +15.8% | -15.2% | +31.0% | +20.6% |
| 1Y | +26.2% | -33.9% | +60.1% | +43.4% |
| 3Y | +136.5% | +11.8% | +124.7% | +114.8% |
| 5Y | +75.9% | +85.5% | -9.6% | +26.1% |
| All | +392.9% | +296.8% | +96.1% | +173.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling