+81.1%
FDX vs AG
+125.2%
-44.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.4% |
| 7D | -2.5% | +1.0% | -3.5% | -2.6% |
| 30D | +3.8% | +19.2% | -15.4% | +2.6% |
| 3M | -1.3% | +6.2% | -7.5% | -2.3% |
| 6M | +5.0% | -26.7% | +31.7% | +4.9% |
| YTD | +39.6% | +26.1% | +13.5% | +38.3% |
| 1Y | +81.1% | +131.7% | -50.5% | +80.1% |
| All | +81.1% | +125.2% | -44.1% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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