-20.3%
BROS vs AZO
-7.5%
-12.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.0% | -0.1% |
| 7D | +2.5% | +5.3% | -2.9% | +1.0% |
| 30D | +15.1% | +18.4% | -3.4% | +10.0% |
| 3M | -31.4% | +9.8% | -41.2% | -33.2% |
| 6M | -22.6% | -4.5% | -18.1% | -22.9% |
| YTD | -28.1% | -1.9% | -26.2% | -28.5% |
| 1Y | -20.3% | -9.5% | -10.7% | -20.6% |
| All | -20.3% | -7.5% | -12.8% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling