-10.0%
BDX vs AZO
+10.0%
-20.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -3.2% | -3.6% | +0.4% | -2.4% |
| 30D | -2.5% | -5.6% | +3.0% | -1.5% |
| 3M | +21.4% | -6.6% | +28.1% | +22.9% |
| 6M | +10.4% | -22.5% | +32.9% | +15.4% |
| YTD | +18.8% | -15.2% | +34.0% | +22.2% |
| 1Y | +21.7% | -33.9% | +55.6% | +31.0% |
| 3Y | -10.0% | +11.8% | -21.8% | -11.3% |
| All | -10.0% | +10.0% | -20.0% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling