+36.2%
NOK vs AZO
-21.6%
+57.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.7% |
| 7D | +8.7% | -2.9% | +11.6% | +7.4% |
| 30D | +12.5% | -5.3% | +17.8% | +10.3% |
| 3M | -20.7% | -7.3% | -13.4% | -21.7% |
| 6M | +36.2% | -22.7% | +58.8% | +37.1% |
| All | +36.2% | -21.6% | +57.8% | +37.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling