+289.2%
AZO vs EXPD
+324.8%
-35.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -2.9% | +1.2% | -4.1% | -3.3% |
| 30D | -5.3% | +6.8% | -12.1% | -7.3% |
| 3M | -7.3% | +14.9% | -22.3% | -11.6% |
| 6M | -22.7% | +34.6% | -57.3% | -30.2% |
| YTD | -15.0% | +27.7% | -42.7% | -22.8% |
| 1Y | -32.2% | +57.7% | -89.9% | -43.1% |
| 3Y | +10.0% | +70.9% | -60.9% | -12.5% |
| 5Y | +85.8% | +59.5% | +26.4% | +48.9% |
| All | +289.2% | +324.8% | -35.6% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EXPD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling