+177.2%
FDX vs AZO
+296.8%
-119.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | -3.3% | -3.6% | +0.3% | -2.2% |
| 30D | -4.5% | -5.6% | +1.0% | -2.9% |
| 3M | -7.3% | -6.6% | -0.7% | -5.8% |
| 6M | +7.5% | -22.5% | +30.0% | +15.5% |
| YTD | +35.1% | -15.2% | +50.3% | +40.6% |
| 1Y | +71.4% | -33.9% | +105.3% | +92.5% |
| 3Y | +60.8% | +11.8% | +49.0% | +49.3% |
| 5Y | +65.5% | +85.5% | -20.0% | +24.9% |
| All | +177.2% | +296.8% | -119.6% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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