+32.4%
BN vs AZO
+85.8%
-53.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -5.2% | -3.6% | -1.6% | -4.2% |
| 30D | -14.5% | -5.6% | -8.9% | -13.1% |
| 3M | -15.0% | -6.6% | -8.3% | -13.6% |
| 6M | -5.4% | -22.5% | +17.1% | +1.4% |
| YTD | -16.4% | -15.2% | -1.3% | -13.1% |
| 1Y | -16.2% | -33.9% | +17.7% | -6.0% |
| 3Y | +67.5% | +11.8% | +55.7% | +53.7% |
| All | +32.4% | +85.8% | -53.3% | -6.1% |
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