+28.4%
NOC vs AZO
+10.0%
+18.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.8% | -3.6% | +4.3% | +1.4% |
| 30D | -9.7% | -5.6% | -4.1% | -8.9% |
| 3M | -5.6% | -6.6% | +1.0% | -4.8% |
| 6M | -28.6% | -22.5% | -6.1% | -25.7% |
| YTD | -7.9% | -15.2% | +7.3% | -5.8% |
| 1Y | -9.5% | -33.9% | +24.4% | -2.8% |
| 3Y | +28.4% | +11.8% | +16.6% | +23.6% |
| All | +28.4% | +10.0% | +18.3% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling