+24.5%
ALAB vs FDX
+65.6%
-41.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.6% | -8.0% | -5.1% |
| 7D | -24.9% | +8.1% | -33.0% | -26.1% |
| 30D | -38.4% | +13.9% | -52.3% | -40.2% |
| 3M | -38.3% | +5.5% | -43.8% | -38.9% |
| 6M | +10.9% | +15.1% | -4.2% | +8.1% |
| YTD | +34.2% | +43.2% | -9.0% | +29.7% |
| 1Y | +24.5% | +65.0% | -40.5% | +25.5% |
| All | +24.5% | +65.6% | -41.1% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling