+407.0%
AXP vs AZO
+334.0%
+73.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.1% | +1.3% | -1.5% | -0.6% |
| 30D | +4.4% | +12.0% | -7.5% | +0.2% |
| 3M | -6.4% | +7.2% | -13.6% | -9.0% |
| 6M | +4.2% | -3.2% | +7.3% | +4.4% |
| YTD | -12.4% | -3.9% | -8.5% | -12.9% |
| 1Y | -11.1% | -14.7% | +3.5% | -7.5% |
| 3Y | +114.9% | +20.4% | +94.5% | +88.7% |
| 5Y | +87.4% | +72.8% | +14.6% | +35.2% |
| All | +407.0% | +334.0% | +73.0% | +155.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling