+155.7%
FDX vs ACM
+130.8%
+24.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -2.1% | +3.0% | -5.1% | -3.4% |
| 30D | +10.4% | +19.7% | -9.3% | +1.7% |
| 3M | +0.5% | +5.3% | -4.9% | -2.6% |
| 6M | +6.5% | -10.8% | +17.3% | +10.2% |
| YTD | +40.2% | -25.1% | +65.3% | +56.0% |
| 1Y | +52.1% | -45.8% | +97.9% | +97.2% |
| 3Y | +72.8% | -9.4% | +82.2% | +70.8% |
| 5Y | +76.3% | +4.8% | +71.5% | +58.4% |
| 10Y | +155.7% | +129.8% | +26.0% | +50.0% |
| All | +155.7% | +130.8% | +24.9% | +50.0% |
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