+951.3%
APH vs FDX
+160.0%
+791.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.5% | +4.7% | +6.9% |
| 7D | +1.1% | +0.2% | +0.9% | +1.0% |
| 30D | -7.5% | +9.3% | -16.8% | -10.5% |
| 3M | -4.4% | +0.5% | -4.9% | -5.0% |
| 6M | +26.5% | +5.3% | +21.1% | +23.2% |
| YTD | +20.0% | +38.6% | -18.5% | +5.0% |
| 1Y | +16.9% | +53.5% | -36.7% | -1.8% |
| 3Y | +288.5% | +74.2% | +214.3% | +198.3% |
| 5Y | +310.3% | +75.3% | +235.0% | +203.6% |
| 10Y | +951.3% | +156.3% | +795.0% | +516.7% |
| All | +951.3% | +160.0% | +791.3% | +516.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling