+1,697.2%
ACN vs FDX
+1,116.9%
+580.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.8% | -3.1% |
| 7D | -1.5% | -2.5% | +1.0% | -0.6% |
| 30D | +9.4% | +3.8% | +5.6% | +7.8% |
| 3M | +5.6% | -1.3% | +7.0% | +5.5% |
| 6M | -9.3% | +5.0% | -14.3% | -12.1% |
| YTD | -29.0% | +39.6% | -68.6% | -38.4% |
| 1Y | -24.7% | +81.1% | -105.8% | -41.1% |
| 3Y | -39.8% | +63.0% | -102.9% | -52.9% |
| 5Y | -40.9% | +65.6% | -106.5% | -55.7% |
| 10Y | +91.1% | +183.4% | -92.2% | +6.3% |
| All | +1,697.2% | +1,116.9% | +580.4% | +335.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling