+109.0%
AAPL vs FDX
+63.0%
+46.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.4% |
| 7D | -2.7% | -3.3% | +0.6% | -1.7% |
| 30D | +1.0% | -1.4% | +2.4% | +1.4% |
| 3M | +5.0% | -4.5% | +9.5% | +6.0% |
| 6M | +23.0% | +9.4% | +13.6% | +18.1% |
| YTD | +16.6% | +36.0% | -19.4% | +3.7% |
| 1Y | +33.4% | +75.5% | -42.1% | +8.5% |
| 3Y | +79.9% | +62.8% | +17.1% | +44.6% |
| 5Y | +109.0% | +64.4% | +44.6% | +55.3% |
| All | +109.0% | +63.0% | +46.0% | +55.3% |
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