+246.5%
BBY vs AZO
+296.8%
-50.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.2% | +3.1% |
| 7D | +0.6% | -3.6% | +4.2% | +2.1% |
| 30D | +9.4% | -5.6% | +15.0% | +12.0% |
| 3M | +19.3% | -6.6% | +26.0% | +22.3% |
| 6M | +47.9% | -22.5% | +70.4% | +63.1% |
| YTD | +39.6% | -15.2% | +54.7% | +46.2% |
| 1Y | +22.2% | -33.9% | +56.1% | +43.2% |
| 3Y | +45.0% | +11.8% | +33.2% | +27.8% |
| 5Y | +2.6% | +85.5% | -83.0% | -32.2% |
| All | +246.5% | +296.8% | -50.3% | +60.6% |
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 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