+5.9%
AMZN vs FDX
+73.2%
-67.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.5% |
| 7D | -1.0% | -2.3% | +1.3% | -0.6% |
| 30D | -9.2% | -4.9% | -4.3% | -8.4% |
| 3M | +3.4% | -6.5% | +9.8% | +4.6% |
| 6M | +18.2% | +6.7% | +11.6% | +14.7% |
| YTD | +9.3% | +33.9% | -24.5% | -3.3% |
| 1Y | +5.9% | +72.2% | -66.2% | -13.8% |
| All | +5.9% | +73.2% | -67.2% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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