+346.9%
AZO vs EXPD
+335.0%
+11.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.4% |
| 7D | +1.3% | +5.5% | -4.2% | -0.4% |
| 30D | +12.0% | -0.8% | +12.8% | +12.1% |
| 3M | +7.2% | +4.1% | +3.1% | +5.5% |
| 6M | -3.2% | +25.7% | -28.9% | -10.6% |
| YTD | -3.9% | +31.4% | -35.3% | -13.7% |
| 1Y | -14.7% | +42.2% | -56.8% | -25.6% |
| 3Y | +20.4% | +77.2% | -56.8% | -5.8% |
| 5Y | +72.8% | +61.0% | +11.8% | +38.4% |
| All | +346.9% | +335.0% | +11.9% | +130.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling