+1,489.3%
NRG vs AZO
+2,845.4%
-1,356.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -4.7% | -3.6% | -1.1% | -3.6% |
| 30D | -6.0% | -5.6% | -0.4% | -4.3% |
| 3M | -8.0% | -6.6% | -1.3% | -6.8% |
| 6M | -23.2% | -22.5% | -0.6% | -17.6% |
| YTD | -28.1% | -15.2% | -12.9% | -25.2% |
| 1Y | -27.3% | -33.9% | +6.7% | -18.3% |
| 3Y | +208.7% | +11.8% | +196.8% | +183.4% |
| 5Y | +197.7% | +85.5% | +112.1% | +124.7% |
| 10Y | +1,103.3% | +298.2% | +805.1% | +570.0% |
| All | +1,489.3% | +2,845.4% | -1,356.0% | +305.3% |
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