+113.0%
NVTS vs AZO
-28.9%
+141.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.4% |
| 7D | +2.7% | +0.7% | +2.0% | +2.9% |
| 30D | -4.5% | -2.7% | -1.8% | -4.9% |
| 3M | -61.5% | -3.2% | -58.3% | -61.4% |
| 6M | +28.0% | -19.7% | +47.7% | +27.2% |
| YTD | +65.3% | -12.0% | +77.3% | +72.3% |
| 1Y | +113.0% | -29.5% | +142.5% | +146.1% |
| All | +113.0% | -28.9% | +141.9% | +146.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling