+257.6%
ALAB vs FDX
+64.8%
+192.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -3.1% |
| 7D | +16.3% | +5.2% | +11.1% | +14.7% |
| 30D | -26.1% | +11.3% | -37.4% | -28.3% |
| 3M | -31.3% | -4.1% | -27.2% | -30.3% |
| 6M | -1.0% | +9.6% | -10.7% | -3.5% |
| YTD | +33.3% | +40.9% | -7.6% | +20.4% |
| 1Y | +53.5% | +53.0% | +0.5% | +35.5% |
| All | +257.6% | +64.8% | +192.8% | +188.2% |
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