+4,064.1%
FDX vs AA
+217.0%
+3,847.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +1.4% |
| 7D | +0.5% | +1.2% | -0.8% | +0.1% |
| 30D | +9.5% | -5.0% | +14.5% | +10.8% |
| 3M | -1.3% | -22.2% | +20.9% | +4.8% |
| 6M | +5.5% | -36.3% | +41.9% | +17.0% |
| YTD | +38.9% | -24.2% | +63.1% | +44.0% |
| 1Y | +58.8% | +3.9% | +54.9% | +50.0% |
| 3Y | +71.1% | +67.6% | +3.6% | +32.7% |
| 5Y | +76.3% | -8.8% | +85.1% | +47.5% |
| 10Y | +153.4% | +45.0% | +108.5% | +50.9% |
| All | +4,064.1% | +217.0% | +3,847.2% | +1,191.4% |
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