+359.0%
FDX vs ACM
+250.2%
+108.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +0.8% | +5.1% | -4.3% | -1.2% |
| 30D | +9.9% | +18.7% | -8.8% | +2.6% |
| 3M | -1.9% | +15.5% | -17.4% | -7.7% |
| 6M | +6.1% | +1.2% | +4.9% | +4.2% |
| YTD | +38.8% | -25.2% | +64.0% | +52.3% |
| 1Y | +50.0% | -46.3% | +96.3% | +87.5% |
| 3Y | +71.0% | -9.6% | +80.6% | +71.2% |
| 5Y | +72.5% | +4.4% | +68.1% | +60.5% |
| 10Y | +153.1% | +129.3% | +23.8% | +64.6% |
| All | +359.0% | +250.2% | +108.9% | +126.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling