+3,890.7%
BDX vs AZO
+41,812.3%
-37,921.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | -5.4% | -2.9% | -2.5% | -4.9% |
| 30D | -2.2% | -5.3% | +3.1% | -1.3% |
| 3M | +20.1% | -7.3% | +27.4% | +21.6% |
| 6M | +9.1% | -22.7% | +31.7% | +13.8% |
| YTD | +17.9% | -15.0% | +32.9% | +20.8% |
| 1Y | +22.1% | -32.2% | +54.3% | +30.0% |
| 3Y | -10.5% | +10.0% | -20.5% | -13.0% |
| 5Y | -2.6% | +85.8% | -88.4% | -14.3% |
| 10Y | +57.5% | +298.9% | -241.4% | +19.0% |
| All | +3,890.7% | +41,812.3% | -37,921.6% | +1,207.9% |
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