+134.1%
BP vs AZO
+296.8%
-162.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +5.2% | -3.6% | +8.8% | +6.2% |
| 30D | +8.7% | -5.6% | +14.3% | +10.2% |
| 3M | +9.3% | -6.6% | +16.0% | +10.7% |
| 6M | +13.6% | -22.5% | +36.1% | +20.4% |
| YTD | +37.7% | -15.2% | +52.8% | +41.8% |
| 1Y | +40.6% | -33.9% | +74.6% | +55.2% |
| 3Y | +40.3% | +11.8% | +28.5% | +29.7% |
| 5Y | +141.4% | +85.5% | +55.9% | +82.9% |
| All | +134.1% | +296.8% | -162.7% | +42.3% |
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 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