+48.7%
ADP vs FDX
+74.7%
-26.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.9% | +0.4% |
| 7D | +2.2% | +5.2% | -3.0% | +1.3% |
| 30D | +10.6% | +11.3% | -0.7% | +8.7% |
| 3M | +12.9% | -4.1% | +17.0% | +13.5% |
| 6M | +50.6% | +9.6% | +41.0% | +48.0% |
| YTD | +23.2% | +40.9% | -17.7% | +15.3% |
| 1Y | +25.3% | +53.0% | -27.8% | +15.4% |
| 3Y | +47.1% | +74.1% | -27.0% | +28.7% |
| All | +48.7% | +74.7% | -26.0% | +29.8% |
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