+118.0%
AXP vs AZO
+93.0%
+25.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.0% | +0.2% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | -4.3% | -5.6% | +1.3% | -3.2% |
| 3M | +4.7% | -4.0% | +8.7% | +5.3% |
| 6M | +9.0% | -18.9% | +27.9% | +13.7% |
| YTD | -11.1% | -13.0% | +1.8% | -9.5% |
| 1Y | +1.3% | -30.4% | +31.7% | +9.5% |
| 3Y | +114.5% | +12.7% | +101.8% | +97.0% |
| 5Y | +118.0% | +89.6% | +28.4% | +55.7% |
| All | +118.0% | +93.0% | +25.0% | +55.7% |
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