+81.1%
FDX vs ACGL
+4.8%
+76.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.4% |
| 7D | -2.5% | -0.7% | -1.8% | -2.5% |
| 30D | +3.8% | -1.0% | +4.8% | +3.9% |
| 3M | -1.3% | +11.0% | -12.3% | -2.5% |
| 6M | +5.0% | -0.3% | +5.3% | +5.4% |
| YTD | +39.6% | +2.3% | +37.4% | +40.0% |
| 1Y | +81.1% | +6.4% | +74.8% | +81.9% |
| All | +81.1% | +4.8% | +76.3% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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