+3,916.3%
FDX vs AA
+213.5%
+3,702.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.9% | -5.6% | -3.5% |
| 7D | -1.6% | +0.9% | -2.5% | -1.9% |
| 30D | +6.6% | -6.7% | +13.3% | +8.5% |
| 3M | -2.1% | -16.3% | +14.3% | +2.0% |
| 6M | +2.2% | -37.1% | +39.3% | +13.6% |
| YTD | +33.9% | -25.0% | +59.0% | +39.4% |
| 1Y | +50.2% | +8.6% | +41.7% | +40.1% |
| 3Y | +65.5% | +57.2% | +8.3% | +30.7% |
| 5Y | +74.1% | -13.0% | +87.1% | +47.7% |
| 10Y | +156.7% | +65.5% | +91.1% | +46.3% |
| All | +3,916.3% | +213.5% | +3,702.8% | +1,149.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling