+153.5%
FDX vs ACM
+132.6%
+20.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.3% |
| 7D | +5.2% | +5.6% | -0.4% | +2.5% |
| 30D | +11.3% | +20.8% | -9.5% | +1.9% |
| 3M | -4.1% | +11.4% | -15.5% | -9.2% |
| 6M | +9.6% | +0.9% | +8.7% | +7.5% |
| YTD | +40.9% | -24.8% | +65.7% | +56.7% |
| 1Y | +53.0% | -46.4% | +99.5% | +100.7% |
| 3Y | +74.1% | -9.2% | +83.3% | +71.7% |
| 5Y | +75.1% | +5.0% | +70.1% | +56.4% |
| All | +153.5% | +132.6% | +20.9% | +47.5% |
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