-52.9%
NVO vs AZO
+10.0%
-63.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -2.0% | -2.1% |
| 7D | -7.6% | -3.6% | -4.0% | -7.2% |
| 30D | -6.0% | -5.6% | -0.4% | -5.3% |
| 3M | -0.8% | -6.6% | +5.9% | -0.1% |
| 6M | +16.5% | -22.5% | +39.0% | +19.7% |
| YTD | -11.1% | -15.2% | +4.1% | -9.2% |
| 1Y | -16.7% | -33.9% | +17.2% | -14.0% |
| 3Y | -52.9% | +11.8% | -64.7% | -54.2% |
| All | -52.9% | +10.0% | -63.0% | -54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling