+324.2%
NSC vs AZO
+296.8%
+27.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | -2.8% | -3.6% | +0.8% | -1.5% |
| 30D | -4.5% | -5.6% | +1.0% | -2.6% |
| 3M | +3.5% | -6.6% | +10.2% | +5.6% |
| 6M | +8.5% | -22.5% | +31.0% | +17.9% |
| YTD | +12.3% | -15.2% | +27.5% | +17.3% |
| 1Y | +18.9% | -33.9% | +52.9% | +36.5% |
| 3Y | +74.1% | +11.8% | +62.3% | +58.8% |
| 5Y | +43.9% | +85.5% | -41.6% | +3.3% |
| All | +324.2% | +296.8% | +27.3% | +131.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling