-27.3%
NRG vs AZO
-32.5%
+5.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -4.7% | -3.6% | -1.1% | -5.0% |
| 30D | -6.0% | -5.6% | -0.4% | -6.5% |
| 3M | -8.0% | -6.6% | -1.3% | -8.4% |
| 6M | -23.2% | -22.5% | -0.6% | -23.5% |
| YTD | -28.1% | -15.2% | -12.9% | -25.1% |
| 1Y | -27.3% | -33.9% | +6.7% | -29.0% |
| All | -27.3% | -32.5% | +5.3% | -29.0% |
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