+162.2%
ARM vs FDX
+64.4%
+97.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.8% | -9.3% | -11.2% |
| 7D | -27.1% | +2.9% | -30.0% | -28.2% |
| 30D | -44.9% | +9.6% | -54.5% | -47.5% |
| 3M | -39.3% | +2.4% | -41.6% | -40.4% |
| 6M | -20.2% | +9.2% | -29.4% | -23.8% |
| YTD | +52.5% | +37.7% | +14.8% | +29.5% |
| 1Y | +4.1% | +56.1% | -52.0% | -17.3% |
| 3Y | +211.7% | +68.9% | +142.7% | +110.5% |
| All | +162.2% | +64.4% | +97.8% | +85.3% |
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 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