+40.3%
BP vs AZO
+10.2%
+30.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.9% |
| 7D | +5.7% | -2.9% | +8.7% | +5.8% |
| 30D | +8.1% | -5.3% | +13.4% | +8.2% |
| 3M | +8.6% | -7.3% | +16.0% | +8.7% |
| 6M | +18.1% | -22.7% | +40.8% | +19.6% |
| YTD | +37.6% | -15.0% | +52.6% | +38.3% |
| 1Y | +39.4% | -32.2% | +71.6% | +42.6% |
| All | +40.3% | +10.2% | +30.1% | +35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling