+58.8%
FDX vs ACGL
+22.9%
+35.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | +0.5% | +1.3% | -0.8% | +0.3% |
| 30D | +9.5% | +14.2% | -4.7% | +7.4% |
| 3M | -1.3% | +11.1% | -12.4% | -2.8% |
| 6M | +5.5% | +16.4% | -10.8% | +3.0% |
| YTD | +38.9% | +13.8% | +25.1% | +37.1% |
| 1Y | +58.8% | +21.6% | +37.3% | +50.1% |
| All | +58.8% | +22.9% | +35.9% | +50.1% |
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