+1,059.7%
APH vs FDX
+180.6%
+879.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.1% |
| 7D | +5.0% | -2.5% | +7.5% | +5.9% |
| 30D | -3.9% | +3.8% | -7.7% | -5.3% |
| 3M | +13.0% | -1.3% | +14.3% | +13.1% |
| 6M | +25.2% | +5.0% | +20.1% | +22.0% |
| YTD | +22.9% | +39.6% | -16.7% | +7.5% |
| 1Y | +47.8% | +81.1% | -33.3% | +16.9% |
| 3Y | +283.0% | +63.0% | +220.0% | +202.6% |
| 5Y | +349.7% | +65.6% | +284.1% | +241.0% |
| All | +1,059.7% | +180.6% | +879.1% | +545.8% |
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 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