+9,257.3%
NOC vs AZO
+41,743.6%
-32,486.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.8% |
| 3M | -5.6% | -6.6% | +1.0% | -4.6% |
| 6M | -28.6% | -22.5% | -6.1% | -25.5% |
| YTD | -7.9% | -15.2% | +7.3% | -5.6% |
| 1Y | -9.5% | -33.9% | +24.4% | -3.1% |
| 3Y | +28.4% | +11.8% | +16.6% | +24.0% |
| 5Y | +59.0% | +85.5% | -26.6% | +38.6% |
| 10Y | +191.3% | +298.2% | -106.9% | +118.2% |
| All | +9,257.3% | +41,743.6% | -32,486.3% | +4,259.3% |
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