+58.5%
FDX vs ACM
-46.1%
+104.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.2% | -1.7% | +2.5% |
| 7D | +0.2% | +6.9% | -6.7% | -0.9% |
| 30D | +9.3% | +19.1% | -9.8% | +6.3% |
| 3M | +0.5% | -6.9% | +7.4% | +0.8% |
| 6M | +5.3% | -12.0% | +17.4% | +6.6% |
| YTD | +38.6% | -25.1% | +63.7% | +43.1% |
| All | +58.5% | -46.1% | +104.6% | +68.4% |
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