+91.7%
BKNG vs AZO
+86.1%
+5.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -10.7% | -2.9% | -7.7% | -9.9% |
| 30D | -18.1% | -5.3% | -12.8% | -16.9% |
| 3M | +8.5% | -7.3% | +15.9% | +10.8% |
| 6M | -0.1% | -22.7% | +22.6% | +6.4% |
| YTD | -18.2% | -15.0% | -3.2% | -15.3% |
| 1Y | -19.9% | -32.2% | +12.4% | -12.1% |
| 3Y | +41.6% | +10.0% | +31.6% | +33.6% |
| All | +91.7% | +86.1% | +5.6% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling