+208.7%
NRG vs AZO
+10.0%
+198.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -4.7% | -3.6% | -1.1% | -4.6% |
| 30D | -6.0% | -5.6% | -0.4% | -5.9% |
| 3M | -8.0% | -6.6% | -1.3% | -7.9% |
| 6M | -23.2% | -22.5% | -0.6% | -22.1% |
| YTD | -28.1% | -15.2% | -12.9% | -27.0% |
| 1Y | -27.3% | -33.9% | +6.7% | -25.3% |
| 3Y | +208.7% | +11.8% | +196.8% | +189.1% |
| All | +208.7% | +10.0% | +198.6% | +189.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling