+9,569.7%
AZO vs NVMI
+1,965.6%
+7,604.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | -0.2% |
| 7D | -3.6% | -0.1% | -3.5% | -3.6% |
| 30D | -5.6% | -8.4% | +2.8% | -5.2% |
| 3M | -6.6% | -33.6% | +26.9% | -5.1% |
| 6M | -22.5% | -14.7% | -7.8% | -22.4% |
| YTD | -15.2% | +13.2% | -28.4% | -16.4% |
| 1Y | -33.9% | +29.0% | -63.0% | -35.5% |
| 3Y | +11.8% | +215.0% | -203.2% | +2.6% |
| 5Y | +85.5% | +268.6% | -183.0% | +67.6% |
| 10Y | +298.2% | +3,124.7% | -2,826.5% | +222.0% |
| All | +9,569.7% | +1,965.6% | +7,604.1% | +6,593.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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