+19.7%
BROS vs AZO
+83.4%
-63.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | -5.8% | -3.6% | -2.2% | -4.7% |
| 30D | -14.0% | -5.6% | -8.4% | -12.5% |
| 3M | -32.5% | -6.6% | -25.8% | -31.1% |
| 6M | -14.9% | -22.5% | +7.6% | -8.7% |
| YTD | -28.3% | -15.2% | -13.1% | -25.4% |
| 1Y | -34.0% | -33.9% | 0.0% | -25.8% |
| 3Y | +63.0% | +11.8% | +51.1% | +44.8% |
| All | +19.7% | +83.4% | -63.7% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling