+65.5%
FDX vs AA
+52.9%
+12.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.9% | -5.6% | -3.2% |
| 7D | -1.6% | +0.9% | -2.5% | -1.8% |
| 30D | +6.6% | -6.7% | +13.3% | +7.8% |
| 3M | -2.1% | -16.3% | +14.3% | +0.5% |
| 6M | +2.2% | -37.1% | +39.3% | +9.5% |
| YTD | +33.9% | -25.0% | +59.0% | +36.4% |
| 1Y | +50.2% | +8.6% | +41.7% | +40.4% |
| 3Y | +65.5% | +57.2% | +8.3% | +37.5% |
| All | +65.5% | +52.9% | +12.7% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling