-40.6%
ACN vs FDX
+65.4%
-106.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.8% | -3.2% |
| 7D | -1.5% | -2.5% | +1.0% | -0.9% |
| 30D | +9.4% | +3.8% | +5.6% | +8.2% |
| 3M | +5.6% | -1.3% | +7.0% | +5.6% |
| 6M | -9.3% | +5.0% | -14.3% | -11.2% |
| YTD | -29.0% | +39.6% | -68.6% | -36.0% |
| 1Y | -24.7% | +81.1% | -105.8% | -37.2% |
| 3Y | -39.8% | +63.0% | -102.9% | -50.0% |
| All | -40.6% | +65.4% | -106.0% | -54.5% |
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