+75.5%
FDX vs AA
+62.9%
+12.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -2.8% |
| 7D | -3.3% | +1.7% | -5.0% | -3.4% |
| 30D | -1.4% | +3.3% | -4.7% | -1.7% |
| 3M | -4.5% | -29.4% | +24.9% | -2.9% |
| 6M | +9.4% | -12.8% | +22.2% | +9.5% |
| YTD | +36.0% | -2.1% | +38.1% | +35.1% |
| 1Y | +75.5% | +62.8% | +12.7% | +73.8% |
| All | +75.5% | +62.9% | +12.6% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling