-18.6%
NRG vs AZO
-28.9%
+10.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.5% | +5.9% | +6.5% |
| 7D | +7.1% | +0.7% | +6.4% | +7.2% |
| 30D | -1.4% | -2.7% | +1.3% | -1.7% |
| 3M | -10.5% | -3.2% | -7.3% | -10.5% |
| 6M | -26.7% | -19.7% | -7.0% | -26.9% |
| YTD | -24.5% | -12.0% | -12.5% | -21.2% |
| 1Y | -18.6% | -29.5% | +11.0% | -20.8% |
| All | -18.6% | -28.9% | +10.3% | -20.8% |
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 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