+1,762.6%
NOK vs AZO
+11,824.4%
-10,061.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.9% |
| 7D | +11.0% | -3.6% | +14.5% | +12.1% |
| 30D | +7.8% | -5.6% | +13.4% | +9.5% |
| 3M | -21.0% | -6.6% | -14.4% | -20.1% |
| 6M | +40.9% | -22.5% | +63.4% | +49.9% |
| YTD | +72.0% | -15.2% | +87.2% | +77.7% |
| 1Y | +140.9% | -33.9% | +174.8% | +167.3% |
| 3Y | +194.3% | +11.8% | +182.5% | +173.2% |
| 5Y | +112.5% | +85.5% | +27.0% | +65.8% |
| 10Y | +137.7% | +298.2% | -160.5% | +36.2% |
| All | +1,762.6% | +11,824.4% | -10,061.7% | +232.6% |
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 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