+61,451.9%
APH vs FDX
+5,100.4%
+56,351.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.5% | -46.3% | -47.2% |
| 7D | -48.7% | -2.7% | -46.0% | -47.9% |
| 30D | -51.9% | +3.8% | -55.7% | -52.4% |
| 3M | -43.6% | -1.3% | -42.3% | -43.2% |
| 6M | -37.5% | +5.0% | -42.6% | -38.8% |
| YTD | -38.6% | +39.6% | -78.3% | -46.0% |
| 1Y | -26.3% | +81.1% | -107.5% | -41.3% |
| 3Y | +89.2% | +63.0% | +26.2% | +51.2% |
| 5Y | +119.8% | +65.6% | +54.2% | +68.8% |
| 10Y | +454.3% | +183.4% | +270.9% | +228.0% |
| All | +61,451.9% | +5,100.4% | +56,351.6% | +16,553.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling