-11.1%
AXP vs AZO
-12.6%
+1.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.2% |
| 7D | -0.6% | +0.5% | -1.2% | -0.6% |
| 30D | +5.0% | +9.4% | -4.5% | +4.8% |
| 3M | -4.2% | +4.9% | -9.1% | -4.4% |
| 6M | +2.9% | -8.0% | +10.9% | +2.8% |
| YTD | -11.6% | -5.1% | -6.4% | -11.6% |
| 1Y | -11.1% | -13.7% | +2.6% | -10.8% |
| All | -11.1% | -12.6% | +1.5% | -10.8% |
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