+3,531.5%
NKE vs AZO
+41,743.6%
-38,212.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -4.2% | -3.6% | -0.6% | -3.1% |
| 30D | -8.2% | -5.6% | -2.6% | -6.6% |
| 3M | -19.1% | -6.6% | -12.4% | -17.5% |
| 6M | -32.6% | -22.5% | -10.1% | -27.6% |
| YTD | -40.7% | -15.2% | -25.5% | -38.2% |
| 1Y | -48.9% | -33.9% | -14.9% | -42.7% |
| 3Y | -59.2% | +11.8% | -71.0% | -61.6% |
| 5Y | -75.3% | +85.5% | -160.9% | -80.3% |
| 10Y | -23.1% | +298.2% | -321.3% | -52.6% |
| All | +3,531.5% | +41,743.6% | -38,212.2% | +608.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling