+883.5%
BX vs AZO
+2,001.9%
-1,118.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.3% |
| 7D | -8.9% | -2.9% | -6.0% | -7.5% |
| 30D | -14.8% | -5.3% | -9.5% | -12.3% |
| 3M | +6.9% | -7.3% | +14.3% | +10.4% |
| 6M | +16.3% | -22.7% | +38.9% | +31.4% |
| YTD | -16.1% | -15.0% | -1.0% | -10.4% |
| 1Y | -26.8% | -32.2% | +5.5% | -12.3% |
| 3Y | +22.4% | +10.0% | +12.4% | +8.7% |
| 5Y | +16.0% | +85.8% | -69.8% | -24.9% |
| 10Y | +646.9% | +298.9% | +348.1% | +182.2% |
| All | +883.5% | +2,001.9% | -1,118.4% | -1.1% |
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