+81.1%
FDX vs ACM
-45.8%
+126.9%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -2.5% | -3.7% | +1.2% | -2.0% |
| 30D | +3.8% | -11.1% | +14.9% | +5.3% |
| 3M | -1.3% | -8.0% | +6.7% | -0.4% |
| 6M | +5.0% | -29.7% | +34.7% | +10.3% |
| YTD | +39.6% | -29.4% | +69.0% | +46.1% |
| 1Y | +81.1% | -46.4% | +127.6% | +99.2% |
| All | +81.1% | -45.8% | +126.9% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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