+48.0%
BAX vs AZO
-7.5%
+55.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.9% | 0.0% | +2.9% |
| 7D | +4.1% | +5.3% | -1.3% | +2.6% |
| 30D | +9.4% | +18.4% | -9.0% | +4.6% |
| 3M | -6.5% | +9.8% | -16.3% | -9.0% |
| 6M | +59.6% | -4.5% | +64.1% | +59.3% |
| YTD | +38.9% | -1.9% | +40.8% | +38.0% |
| 1Y | +48.0% | -9.5% | +57.5% | +48.6% |
| All | +48.0% | -7.5% | +55.5% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling