+583.7%
AZO vs NWSA
+121.1%
+462.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.6% | -2.8% | -0.8% | -2.9% |
| 30D | -5.6% | +3.0% | -8.6% | -6.3% |
| 3M | -6.6% | +12.3% | -19.0% | -9.4% |
| 6M | -22.5% | +21.9% | -44.4% | -26.3% |
| YTD | -15.2% | +13.6% | -28.7% | -18.2% |
| 1Y | -33.9% | +0.5% | -34.4% | -34.5% |
| 3Y | +11.8% | +43.8% | -31.9% | -0.3% |
| 5Y | +85.5% | +41.2% | +44.4% | +62.7% |
| 10Y | +298.2% | +148.6% | +149.6% | +177.1% |
| All | +583.7% | +121.1% | +462.7% | +387.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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