+50.2%
FDX vs ADM
+28.3%
+21.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.7% |
| 7D | -1.6% | -9.0% | +7.4% | -1.2% |
| 30D | +6.6% | -14.0% | +20.6% | +7.3% |
| 3M | -2.1% | -9.2% | +7.1% | -1.7% |
| 6M | +2.2% | -9.2% | +11.3% | +2.3% |
| YTD | +33.9% | +24.2% | +9.7% | +26.2% |
| 1Y | +50.2% | +27.0% | +23.3% | +39.0% |
| All | +50.2% | +28.3% | +21.9% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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