+580.1%
BAX vs AZO
+42,832.5%
-42,252.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.6% |
| 7D | -2.4% | -0.5% | -2.0% | -2.3% |
| 30D | -9.7% | -5.6% | -4.1% | -8.8% |
| 3M | +29.3% | -4.0% | +33.2% | +30.1% |
| 6M | +40.7% | -18.9% | +59.6% | +45.9% |
| YTD | +30.3% | -13.0% | +43.2% | +33.0% |
| 1Y | +3.4% | -30.4% | +33.8% | +9.8% |
| 3Y | -32.0% | +12.7% | -44.7% | -34.2% |
| 5Y | -66.9% | +89.6% | -156.5% | -71.1% |
| 10Y | -37.1% | +304.7% | -341.7% | -53.2% |
| All | +580.1% | +42,832.5% | -42,252.4% | +127.7% |
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