-11.1%
AXP vs AZO
-15.7%
+4.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.1% | +1.3% | -1.5% | -0.2% |
| 30D | +4.4% | +12.0% | -7.5% | +4.2% |
| 3M | -6.4% | +7.2% | -13.6% | -6.6% |
| 6M | +4.2% | -3.2% | +7.3% | +3.9% |
| YTD | -12.4% | -3.9% | -8.5% | -12.4% |
| 1Y | -11.1% | -14.7% | +3.5% | -10.6% |
| All | -11.1% | -15.7% | +4.6% | -10.6% |
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