+71.4%
FDX vs AZO
-32.5%
+103.9%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.1% |
| 7D | -3.3% | -3.6% | +0.3% | -2.8% |
| 30D | -4.5% | -5.6% | +1.0% | -3.8% |
| 3M | -7.3% | -6.6% | -0.7% | -6.5% |
| 6M | +7.5% | -22.5% | +30.0% | +11.8% |
| YTD | +35.1% | -15.2% | +50.3% | +40.3% |
| 1Y | +71.4% | -33.9% | +105.3% | +84.4% |
| All | +71.4% | -32.5% | +103.9% | +84.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling