-99.1%
NVD vs AZO
+18.0%
-117.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | +10.8% | -3.6% | +14.4% | +10.9% |
| 30D | +0.8% | -5.6% | +6.3% | +0.8% |
| 3M | -20.8% | -6.6% | -14.2% | -20.9% |
| 6M | -41.2% | -22.5% | -18.6% | -41.2% |
| YTD | -44.2% | -15.2% | -29.0% | -44.4% |
| 1Y | -54.2% | -33.9% | -20.2% | -54.5% |
| 3Y | -99.1% | +11.8% | -110.9% | -99.0% |
| All | -99.1% | +18.0% | -117.1% | -99.0% |
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