+467.1%
AXP vs AZO
+300.1%
+167.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.8% |
| 7D | -2.5% | -0.8% | -1.7% | -2.2% |
| 30D | -5.0% | -5.1% | +0.1% | -3.2% |
| 3M | +1.4% | -7.2% | +8.6% | +3.6% |
| 6M | +6.0% | -20.7% | +26.7% | +14.5% |
| YTD | -12.3% | -14.2% | +1.9% | -9.0% |
| 1Y | +0.3% | -32.2% | +32.4% | +13.9% |
| 3Y | +111.7% | +11.1% | +100.5% | +91.1% |
| 5Y | +114.5% | +87.6% | +27.0% | +47.6% |
| 10Y | +467.1% | +302.9% | +164.1% | +200.3% |
| All | +467.1% | +300.1% | +167.0% | +200.3% |
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