-67.4%
BAX vs AZO
+85.8%
-153.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -7.9% | -3.6% | -4.3% | -7.2% |
| 30D | -11.7% | -5.6% | -6.1% | -10.6% |
| 3M | +16.2% | -6.6% | +22.8% | +17.6% |
| 6M | +32.0% | -22.5% | +54.5% | +38.3% |
| YTD | +24.7% | -15.2% | +39.9% | +28.1% |
| 1Y | -2.6% | -33.9% | +31.3% | +5.0% |
| 3Y | -35.0% | +11.8% | -46.8% | -36.3% |
| All | -67.4% | +85.8% | -153.2% | -72.0% |
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