+285.2%
APH vs FDX
+74.7%
+210.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.3% | -2.2% |
| 7D | +4.9% | +5.2% | -0.3% | +3.4% |
| 30D | -5.4% | +11.3% | -16.7% | -8.4% |
| 3M | -5.5% | -4.1% | -1.4% | -4.5% |
| 6M | +25.9% | +9.6% | +16.3% | +21.9% |
| YTD | +16.4% | +40.9% | -24.5% | +4.0% |
| 1Y | +16.5% | +53.0% | -36.5% | +1.6% |
| 3Y | +270.9% | +74.1% | +196.8% | +198.7% |
| All | +285.2% | +74.7% | +210.5% | +204.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling