+281.8%
ADP vs FDX
+185.1%
+96.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -3.4% | -2.5% | -0.9% | -2.8% |
| 30D | +2.8% | +3.8% | -1.0% | +1.7% |
| 3M | +20.9% | -1.3% | +22.2% | +20.9% |
| 6M | +29.9% | +5.0% | +24.9% | +26.9% |
| YTD | +9.6% | +39.6% | -30.0% | -1.5% |
| 1Y | -5.3% | +81.1% | -86.4% | -21.3% |
| 3Y | +16.5% | +63.0% | -46.6% | -3.8% |
| 5Y | +49.4% | +65.6% | -16.2% | +19.0% |
| All | +281.8% | +185.1% | +96.7% | +117.3% |
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 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