+207.4%
ALAB vs FDX
+56.7%
+150.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.7% | +9.0% | +7.0% |
| 7D | -26.3% | -1.6% | -24.6% | -25.8% |
| 30D | -50.1% | +6.6% | -56.7% | -51.0% |
| 3M | -42.5% | -2.1% | -40.4% | -42.2% |
| 6M | -10.8% | +2.2% | -13.0% | -11.5% |
| YTD | +14.6% | +33.9% | -19.3% | +4.9% |
| 1Y | +17.1% | +50.2% | -33.1% | +3.8% |
| All | +207.4% | +56.7% | +150.7% | +151.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling