-31.6%
AZO vs EXPD
+58.2%
-89.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.6% | -1.5% |
| 7D | -0.8% | +1.2% | -2.0% | -0.9% |
| 30D | -5.1% | +5.2% | -10.3% | -5.4% |
| 3M | -7.2% | +13.2% | -20.4% | -7.9% |
| 6M | -20.7% | +30.3% | -51.1% | -22.0% |
| YTD | -14.2% | +27.0% | -41.2% | -16.5% |
| All | -31.6% | +58.2% | -89.7% | -35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling