+5,428.8%
FDX vs AZO
+42,832.5%
-37,403.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.3% |
| 7D | -3.3% | -0.5% | -2.8% | -3.2% |
| 30D | -1.4% | -5.6% | +4.2% | +0.1% |
| 3M | -4.5% | -4.0% | -0.5% | -3.8% |
| 6M | +9.4% | -18.9% | +28.3% | +15.2% |
| YTD | +36.0% | -13.0% | +49.0% | +40.0% |
| 1Y | +75.5% | -30.4% | +105.9% | +91.6% |
| 3Y | +62.8% | +12.7% | +50.1% | +53.6% |
| 5Y | +64.4% | +89.6% | -25.2% | +32.1% |
| 10Y | +175.5% | +304.7% | -129.2% | +75.5% |
| All | +5,428.8% | +42,832.5% | -37,403.7% | +1,399.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling