+955.2%
APH vs FDX
+155.6%
+799.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -5.0% | +0.5% | -5.5% | -5.2% |
| 30D | -8.4% | +9.5% | -17.9% | -11.5% |
| 3M | -4.5% | -1.3% | -3.2% | -4.4% |
| 6M | +25.3% | +5.5% | +19.7% | +22.0% |
| YTD | +18.9% | +38.9% | -20.0% | +3.9% |
| 1Y | +11.9% | +58.8% | -46.9% | -7.1% |
| 3Y | +278.0% | +71.1% | +206.8% | +192.3% |
| 5Y | +306.4% | +76.3% | +230.1% | +199.9% |
| 10Y | +955.2% | +153.4% | +801.8% | +510.0% |
| All | +955.2% | +155.6% | +799.6% | +510.0% |
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