+22.6%
BROS vs AZO
+85.6%
-63.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.6% |
| 7D | -6.6% | -0.8% | -5.8% | -6.4% |
| 30D | -12.3% | -5.1% | -7.2% | -11.0% |
| 3M | -22.2% | -7.2% | -15.0% | -20.5% |
| 6M | -14.3% | -20.7% | +6.5% | -8.6% |
| YTD | -26.6% | -14.2% | -12.4% | -23.9% |
| 1Y | -31.5% | -32.2% | +0.7% | -23.7% |
| 3Y | +62.3% | +11.1% | +51.1% | +45.1% |
| All | +22.6% | +85.6% | -63.0% | -18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling