+1,258.4%
NET vs AZO
+192.4%
+1,066.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.5% | -7.8% | -8.2% |
| 7D | -21.2% | +5.5% | -26.7% | -22.1% |
| 30D | -31.1% | +14.2% | -45.3% | -33.2% |
| 3M | -16.5% | +7.9% | -24.5% | -18.2% |
| 6M | 0.0% | -6.6% | +6.6% | +1.0% |
| YTD | +24.0% | -2.4% | +26.5% | +23.9% |
| 1Y | +7.0% | -9.6% | +16.6% | +8.4% |
| 3Y | +279.6% | +28.5% | +251.0% | +243.4% |
| 5Y | +24.0% | +82.0% | -58.1% | +3.6% |
| All | +1,258.4% | +192.4% | +1,066.0% | +960.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling