+4,941.9%
NSC vs AZO
+43,293.3%
-38,351.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -5.5% | +0.7% | -6.2% | -5.7% |
| 30D | -3.2% | -2.7% | -0.5% | -2.5% |
| 3M | +7.7% | -3.2% | +10.9% | +8.2% |
| 6M | +4.5% | -19.7% | +24.3% | +10.3% |
| YTD | +15.6% | -12.0% | +27.6% | +18.4% |
| 1Y | +19.8% | -29.5% | +49.4% | +30.4% |
| 3Y | +70.1% | +17.3% | +52.8% | +58.6% |
| 5Y | +46.1% | +94.1% | -47.9% | +16.9% |
| 10Y | +328.1% | +303.3% | +24.8% | +175.7% |
| All | +4,941.9% | +43,293.3% | -38,351.4% | +1,200.2% |
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