+91.7%
AXP vs AZO
+78.2%
+13.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | -1.1% | -0.1% | -1.1% | -1.1% |
| 30D | +5.2% | +10.6% | -5.4% | +3.1% |
| 3M | -4.6% | +4.0% | -8.5% | -5.4% |
| 6M | +3.2% | -7.0% | +10.2% | +4.5% |
| YTD | -11.3% | -4.1% | -7.2% | -11.6% |
| 1Y | -11.0% | -12.6% | +1.5% | -9.2% |
| 3Y | +120.2% | +21.4% | +98.8% | +100.1% |
| 5Y | +91.7% | +74.2% | +17.5% | +40.3% |
| All | +91.7% | +78.2% | +13.6% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling