-0.2%
AZN vs FDX
+76.4%
-76.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -1.6% | -3.3% | +1.7% | -0.9% |
| 30D | +1.1% | -4.5% | +5.6% | +1.9% |
| 3M | -12.1% | -7.3% | -4.8% | -10.9% |
| 6M | -17.1% | +7.5% | -24.7% | -19.0% |
| YTD | -12.0% | +35.1% | -47.1% | -18.6% |
| 1Y | -0.2% | +71.4% | -71.6% | -11.4% |
| All | -0.2% | +76.4% | -76.6% | -11.4% |
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