+115.1%
NOK vs AZO
+85.8%
+29.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.8% |
| 7D | +11.0% | -3.6% | +14.5% | +11.5% |
| 30D | +7.8% | -5.6% | +13.4% | +8.7% |
| 3M | -21.0% | -6.6% | -14.4% | -20.6% |
| 6M | +40.9% | -22.5% | +63.4% | +46.9% |
| YTD | +72.0% | -15.2% | +87.2% | +75.3% |
| 1Y | +140.9% | -33.9% | +174.8% | +160.7% |
| 3Y | +194.3% | +11.8% | +182.5% | +168.3% |
| All | +115.1% | +85.8% | +29.4% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling