+18.4%
BX vs AZO
+85.8%
-67.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.6% | +2.5% |
| 7D | -5.6% | -3.6% | -2.0% | -4.3% |
| 30D | -12.2% | -5.6% | -6.7% | -10.4% |
| 3M | +7.4% | -6.6% | +14.0% | +9.6% |
| 6M | +22.2% | -22.5% | +44.7% | +33.6% |
| YTD | -14.0% | -15.2% | +1.2% | -9.6% |
| 1Y | -27.3% | -33.9% | +6.6% | -15.4% |
| 3Y | +24.5% | +11.8% | +12.7% | +8.5% |
| All | +18.4% | +85.8% | -67.3% | -33.0% |
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