+219.8%
ARM vs FDX
+67.4%
+152.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +1.0% | +11.1% | +11.6% |
| 7D | +6.0% | -2.1% | +8.1% | +7.4% |
| 30D | -20.3% | +10.4% | -30.7% | -24.3% |
| 3M | -24.4% | +0.5% | -24.8% | -24.9% |
| 6M | -4.4% | +6.5% | -10.9% | -7.8% |
| YTD | +86.0% | +40.2% | +45.8% | +56.5% |
| 1Y | +35.8% | +52.1% | -16.3% | +9.6% |
| 3Y | +289.1% | +72.8% | +216.2% | +159.6% |
| All | +219.8% | +67.4% | +152.4% | +124.0% |
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