+97.2%
NI vs AZO
+85.8%
+11.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | 0.0% | -3.6% | +3.6% | +0.7% |
| 30D | -1.4% | -5.6% | +4.2% | -0.4% |
| 3M | -10.6% | -6.6% | -3.9% | -9.7% |
| 6M | -9.3% | -22.5% | +13.2% | -5.3% |
| YTD | +1.1% | -15.2% | +16.3% | +3.5% |
| 1Y | +3.4% | -33.9% | +37.3% | +11.3% |
| 3Y | +67.9% | +11.8% | +56.1% | +60.1% |
| All | +97.2% | +85.8% | +11.4% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling