+45.8%
AMZN vs FDX
+63.0%
-17.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.4% |
| 7D | +0.8% | -3.3% | +4.1% | +2.1% |
| 30D | -6.4% | -1.4% | -5.0% | -6.0% |
| 3M | +4.8% | -4.5% | +9.3% | +6.2% |
| 6M | +20.5% | +9.4% | +11.1% | +14.9% |
| YTD | +11.3% | +36.0% | -24.7% | -3.2% |
| 1Y | +9.0% | +75.5% | -66.6% | -14.9% |
| 3Y | +85.9% | +62.8% | +23.1% | +42.5% |
| 5Y | +45.8% | +64.4% | -18.6% | +2.2% |
| All | +45.8% | +63.0% | -17.2% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling