-24.0%
NKE vs AZO
+296.8%
-320.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -4.2% | -3.6% | -0.6% | -2.9% |
| 30D | -8.2% | -5.6% | -2.6% | -6.4% |
| 3M | -19.1% | -6.6% | -12.4% | -17.3% |
| 6M | -32.6% | -22.5% | -10.1% | -26.9% |
| YTD | -40.7% | -15.2% | -25.5% | -37.9% |
| 1Y | -48.9% | -33.9% | -14.9% | -41.6% |
| 3Y | -59.2% | +11.8% | -71.0% | -62.5% |
| 5Y | -75.3% | +85.5% | -160.9% | -81.8% |
| All | -24.0% | +296.8% | -320.8% | -57.9% |
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