+52.3%
BDX vs AZO
-7.5%
+59.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.9% | +1.6% | +4.5% |
| 7D | +7.2% | +5.3% | +1.8% | +5.8% |
| 30D | +15.8% | +18.4% | -2.7% | +11.1% |
| 3M | +23.7% | +9.8% | +13.9% | +20.6% |
| 6M | +44.8% | -4.5% | +49.3% | +44.9% |
| YTD | +39.8% | -1.9% | +41.7% | +41.0% |
| 1Y | +52.3% | -9.5% | +61.9% | +55.6% |
| All | +52.3% | -7.5% | +59.8% | +55.6% |
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