+1,108.4%
BMY vs AZO
+41,812.3%
-40,703.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -6.4% | -2.9% | -3.5% | -5.8% |
| 30D | +0.2% | -5.3% | +5.5% | +1.3% |
| 3M | +16.0% | -7.3% | +23.3% | +17.5% |
| 6M | +8.3% | -22.7% | +31.0% | +13.5% |
| YTD | +22.2% | -15.0% | +37.2% | +25.6% |
| 1Y | +41.7% | -32.2% | +73.9% | +51.8% |
| 3Y | +20.7% | +10.0% | +10.7% | +17.3% |
| 5Y | +23.9% | +85.8% | -61.9% | +7.8% |
| 10Y | +62.9% | +298.9% | -235.9% | +19.2% |
| All | +1,108.4% | +41,812.3% | -40,703.9% | +273.2% |
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