+7,439.2%
AXP vs AZO
+43,293.3%
-35,854.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -2.1% | +0.7% | -2.8% | -2.4% |
| 30D | -6.5% | -2.7% | -3.8% | -5.7% |
| 3M | +4.6% | -3.2% | +7.8% | +5.3% |
| 6M | +5.4% | -19.7% | +25.2% | +12.9% |
| YTD | -11.1% | -12.0% | +0.9% | -8.6% |
| 1Y | -0.3% | -29.5% | +29.2% | +10.6% |
| 3Y | +111.6% | +17.3% | +94.2% | +92.0% |
| 5Y | +117.6% | +94.1% | +23.5% | +61.6% |
| 10Y | +474.1% | +303.3% | +170.8% | +220.4% |
| All | +7,439.2% | +43,293.3% | -35,854.1% | +1,070.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling