+883.4%
APH vs FDX
+153.7%
+729.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.7% | +6.9% | +5.1% |
| 7D | -5.9% | -1.6% | -4.3% | -5.4% |
| 30D | -14.8% | +6.6% | -21.4% | -16.9% |
| 3M | -12.4% | -2.1% | -10.4% | -12.2% |
| 6M | +8.1% | +2.2% | +5.9% | +6.4% |
| YTD | +10.9% | +33.9% | -23.0% | -1.8% |
| 1Y | +8.8% | +50.2% | -41.5% | -7.9% |
| 3Y | +262.1% | +65.5% | +196.5% | +183.2% |
| 5Y | +283.1% | +74.1% | +209.1% | +183.4% |
| All | +883.4% | +153.7% | +729.7% | +490.2% |
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 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