-10.8%
NVTS vs AZO
-7.5%
-3.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.9% | +5.1% | +10.1% |
| 7D | -0.3% | +5.3% | -5.7% | +1.3% |
| 30D | -24.4% | +18.4% | -42.8% | -20.7% |
| 3M | -26.5% | +9.8% | -36.3% | -24.0% |
| 6M | -41.4% | -4.5% | -36.9% | -38.7% |
| YTD | +30.7% | -1.9% | +32.6% | +42.7% |
| 1Y | -10.8% | -9.5% | -1.3% | +0.8% |
| All | -10.8% | -7.5% | -3.3% | +0.8% |
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 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