+74.7%
BND vs AZO
+2,113.3%
-2,038.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | -0.9% | -2.9% | +2.0% | -0.9% |
| 30D | -1.0% | -5.3% | +4.3% | -1.0% |
| 3M | -1.2% | -7.3% | +6.1% | -1.2% |
| 6M | -2.0% | -22.7% | +20.7% | -2.0% |
| YTD | -1.2% | -15.0% | +13.9% | -1.2% |
| 1Y | -0.5% | -32.2% | +31.8% | -0.4% |
| 3Y | +12.4% | +10.0% | +2.4% | +12.5% |
| 5Y | -2.5% | +85.8% | -88.3% | -2.1% |
| 10Y | +15.0% | +298.9% | -283.9% | +16.5% |
| All | +74.7% | +2,113.3% | -2,038.6% | +80.4% |
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