+1,738.9%
BAC vs AZO
+42,832.5%
-41,093.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | +1.2% | -0.5% | +1.6% | +1.3% |
| 30D | -0.7% | -5.6% | +4.9% | +1.3% |
| 3M | +16.9% | -4.0% | +20.9% | +17.9% |
| 6M | +29.6% | -18.9% | +48.5% | +38.3% |
| YTD | +15.3% | -13.0% | +28.2% | +19.2% |
| 1Y | +28.8% | -30.4% | +59.3% | +43.7% |
| 3Y | +136.4% | +12.7% | +123.7% | +117.6% |
| 5Y | +72.9% | +89.6% | -16.7% | +29.2% |
| 10Y | +391.8% | +304.7% | +87.1% | +170.0% |
| All | +1,738.9% | +42,832.5% | -41,093.6% | +164.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling