+4,938.4%
NSC vs AZO
+47,313.8%
-42,375.4%
-67.7%
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 | +2.5% | +1.3% | +1.1% | +2.1% |
| 30D | +1.7% | +12.0% | -10.3% | -1.5% |
| 3M | -2.6% | +7.2% | -9.8% | -4.6% |
| 6M | +6.4% | -3.2% | +9.6% | +6.6% |
| YTD | +15.5% | -3.9% | +19.4% | +15.3% |
| 1Y | +17.6% | -14.7% | +32.3% | +21.3% |
| 3Y | +75.0% | +20.4% | +54.6% | +61.9% |
| 5Y | +32.2% | +72.8% | -40.6% | +9.3% |
| 10Y | +296.6% | +334.4% | -37.8% | +149.8% |
| All | +4,938.4% | +47,313.8% | -42,375.4% | +1,165.8% |
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 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