+277.1%
AZO vs NIO
-40.3%
+317.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.9% |
| 7D | -2.9% | -7.3% | +4.3% | -2.8% |
| 30D | -5.3% | -22.5% | +17.2% | -4.8% |
| 3M | -7.3% | -30.9% | +23.5% | -6.7% |
| 6M | -22.7% | -37.2% | +14.5% | -22.0% |
| YTD | -15.0% | -29.8% | +14.8% | -14.6% |
| 1Y | -32.2% | -37.4% | +5.2% | -31.8% |
| 3Y | +10.0% | -64.3% | +74.4% | +11.1% |
| 5Y | +85.8% | -90.6% | +176.4% | +91.2% |
| All | +277.1% | -40.3% | +317.5% | +244.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 10y: compounded portfolio wealth divided by compounded NIO 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…
10y analysis · Full analysis span regression · 6 months rolling