+7,391.8%
AXP vs AZO
+46,994.3%
-39,602.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -2.9% | -2.6% | -0.2% | -1.9% |
| 30D | +3.7% | +11.7% | -8.0% | -0.3% |
| 3M | -4.9% | +6.4% | -11.3% | -7.2% |
| 6M | +4.1% | -5.5% | +9.6% | +5.1% |
| YTD | -11.7% | -4.5% | -7.1% | -11.9% |
| 1Y | -11.7% | -13.8% | +2.1% | -8.9% |
| 3Y | +116.5% | +19.8% | +96.7% | +95.1% |
| 5Y | +89.5% | +71.6% | +17.9% | +47.2% |
| 10Y | +424.9% | +331.5% | +93.4% | +185.8% |
| All | +7,391.8% | +46,994.3% | -39,602.5% | +1,028.2% |
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