+209.9%
BKNG vs AZO
+297.5%
-87.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -10.7% | -2.9% | -7.7% | -9.8% |
| 30D | -18.1% | -5.3% | -12.8% | -16.7% |
| 3M | +8.5% | -7.3% | +15.9% | +11.1% |
| 6M | -0.1% | -22.7% | +22.6% | +7.7% |
| YTD | -18.2% | -15.0% | -3.2% | -14.7% |
| 1Y | -19.9% | -32.2% | +12.4% | -10.6% |
| 3Y | +41.6% | +10.0% | +31.6% | +33.3% |
| 5Y | +93.1% | +85.8% | +7.3% | +49.8% |
| All | +209.9% | +297.5% | -87.6% | +103.6% |
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