+65.0%
FDX vs ACGL
+28.7%
+36.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.7% | +0.9% | +3.1% |
| 7D | +8.1% | +8.0% | +0.2% | +6.9% |
| 30D | +13.9% | +17.3% | -3.4% | +11.2% |
| 3M | +5.5% | +11.2% | -5.7% | +3.7% |
| 6M | +15.1% | +18.2% | -3.1% | +12.0% |
| YTD | +43.2% | +15.4% | +27.8% | +40.8% |
| 1Y | +65.0% | +26.5% | +38.5% | +50.6% |
| All | +65.0% | +28.7% | +36.3% | +50.6% |
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