+343.0%
FDX vs ACM
+233.3%
+109.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.7% |
| 7D | -1.6% | +5.4% | -7.0% | -3.7% |
| 30D | +6.6% | +15.1% | -8.5% | +0.8% |
| 3M | -2.1% | -10.5% | +8.4% | +1.6% |
| 6M | +2.2% | -19.7% | +21.9% | +9.8% |
| YTD | +33.9% | -28.8% | +62.8% | +49.9% |
| 1Y | +50.2% | -47.9% | +98.1% | +90.1% |
| 3Y | +65.5% | -12.4% | +77.9% | +67.7% |
| 5Y | +74.1% | +0.6% | +73.5% | +64.5% |
| 10Y | +156.7% | +161.3% | -4.6% | +58.8% |
| All | +343.0% | +233.3% | +109.7% | +123.4% |
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 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