+115.4%
AXP vs AZO
+15.5%
+100.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | -6.5% | -2.7% | -3.8% | -6.3% |
| 3M | +4.6% | -3.2% | +7.8% | +4.8% |
| 6M | +5.4% | -19.7% | +25.2% | +7.7% |
| YTD | -11.1% | -12.0% | +0.9% | -10.5% |
| 1Y | -0.3% | -29.5% | +29.2% | +4.2% |
| All | +115.4% | +15.5% | +100.0% | +103.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling