+153.4%
FDX vs ACM
+133.7%
+19.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | +0.5% | +6.6% | -6.2% | -2.4% |
| 30D | +9.5% | +19.8% | -10.3% | +0.9% |
| 3M | -1.3% | -3.1% | +1.8% | -0.7% |
| 6M | +5.5% | -11.5% | +17.0% | +9.6% |
| YTD | +38.9% | -24.7% | +63.6% | +54.1% |
| 1Y | +58.8% | -45.1% | +103.9% | +104.6% |
| 3Y | +71.1% | -8.9% | +80.0% | +68.7% |
| 5Y | +76.3% | +5.4% | +70.9% | +57.9% |
| 10Y | +153.4% | +131.1% | +22.3% | +48.1% |
| All | +153.4% | +133.7% | +19.7% | +48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling