+944.2%
APH vs FDX
+154.6%
+789.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.2% |
| 7D | +0.4% | -2.1% | +2.4% | +1.2% |
| 30D | -8.0% | +10.4% | -18.4% | -11.4% |
| 3M | -5.0% | +0.5% | -5.5% | -5.5% |
| 6M | +29.9% | +6.5% | +23.4% | +26.1% |
| YTD | +18.0% | +40.2% | -22.3% | +2.7% |
| 1Y | +11.3% | +52.1% | -40.8% | -6.0% |
| 3Y | +274.9% | +72.8% | +202.1% | +188.9% |
| 5Y | +300.6% | +76.3% | +224.3% | +195.8% |
| All | +944.2% | +154.6% | +789.6% | +501.3% |
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 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