+53.2%
ADP vs FDX
+65.4%
-12.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -3.4% | -2.5% | -0.9% | -3.1% |
| 30D | +2.8% | +3.8% | -1.0% | +2.2% |
| 3M | +20.9% | -1.3% | +22.2% | +20.9% |
| 6M | +29.9% | +5.0% | +24.9% | +28.3% |
| YTD | +9.6% | +39.6% | -30.0% | +3.0% |
| 1Y | -5.3% | +81.1% | -86.4% | -15.2% |
| 3Y | +16.5% | +63.0% | -46.6% | +3.7% |
| All | +53.2% | +65.4% | -12.2% | +30.1% |
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