+2.2%
FDX vs ADM
-10.4%
+12.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.7% |
| 7D | -1.6% | -9.0% | +7.4% | -1.5% |
| 30D | +6.6% | -14.0% | +20.6% | +6.8% |
| 3M | -2.1% | -9.2% | +7.1% | -2.0% |
| 6M | +2.2% | -9.2% | +11.3% | +2.3% |
| All | +2.2% | -10.4% | +12.6% | +2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling