-34.0%
BROS vs AZO
-32.5%
-1.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | -5.8% | -3.6% | -2.2% | -4.9% |
| 30D | -14.0% | -5.6% | -8.4% | -12.8% |
| 3M | -32.5% | -6.6% | -25.8% | -31.4% |
| 6M | -14.9% | -22.5% | +7.6% | -11.1% |
| YTD | -28.3% | -15.2% | -13.1% | -26.2% |
| 1Y | -34.0% | -33.9% | 0.0% | -28.6% |
| All | -34.0% | -32.5% | -1.5% | -28.6% |
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