+118.0%
NOK vs AZO
-28.9%
+146.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.1% | +2.8% |
| 7D | -1.8% | +0.7% | -2.5% | -1.6% |
| 30D | +4.7% | -2.7% | +7.4% | +4.2% |
| 3M | -39.7% | -3.2% | -36.5% | -39.6% |
| 6M | +23.1% | -19.7% | +42.8% | +21.6% |
| YTD | +55.0% | -12.0% | +67.1% | +56.6% |
| 1Y | +118.0% | -29.5% | +147.6% | +104.4% |
| All | +118.0% | -28.9% | +146.9% | +104.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling