+310.3%
APH vs FDX
+74.9%
+235.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.5% | +4.7% | +7.2% |
| 7D | +1.1% | +0.2% | +0.9% | +1.0% |
| 30D | -7.5% | +9.3% | -16.8% | -9.9% |
| 3M | -4.4% | +0.5% | -4.9% | -4.8% |
| 6M | +26.5% | +5.3% | +21.1% | +23.9% |
| YTD | +20.0% | +38.6% | -18.5% | +7.9% |
| 1Y | +16.9% | +53.5% | -36.7% | +1.7% |
| 3Y | +288.5% | +74.2% | +214.3% | +212.5% |
| 5Y | +310.3% | +75.3% | +235.0% | +224.7% |
| All | +310.3% | +74.9% | +235.4% | +224.7% |
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