+174.6%
ARM vs FDX
+59.9%
+114.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.7% | +7.5% | +6.1% |
| 7D | -15.2% | -1.6% | -13.6% | -14.5% |
| 30D | -40.7% | +6.6% | -47.3% | -42.7% |
| 3M | -39.1% | -2.1% | -37.0% | -38.9% |
| 6M | -26.4% | +2.2% | -28.6% | -27.6% |
| YTD | +59.7% | +33.9% | +25.8% | +37.3% |
| 1Y | +10.3% | +50.2% | -39.9% | -10.7% |
| 3Y | +228.9% | +65.5% | +163.3% | +123.8% |
| All | +174.6% | +59.9% | +114.7% | +96.5% |
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