+318.8%
ADP vs FDX
+156.7%
+162.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | +0.9% | -2.1% | +3.0% | +1.4% |
| 30D | +11.9% | +10.4% | +1.5% | +8.9% |
| 3M | +13.7% | +0.5% | +13.3% | +13.5% |
| 6M | +46.8% | +6.5% | +40.3% | +43.5% |
| YTD | +21.8% | +40.2% | -18.5% | +9.2% |
| 1Y | +23.5% | +52.1% | -28.6% | +8.2% |
| 3Y | +44.1% | +72.8% | -28.8% | +16.9% |
| 5Y | +49.9% | +76.3% | -26.4% | +17.0% |
| 10Y | +318.8% | +155.7% | +163.0% | +151.5% |
| All | +318.8% | +156.7% | +162.0% | +151.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling