+72.5%
FDX vs AG
+3.1%
+69.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.2% | -0.7% |
| 7D | +0.8% | -6.0% | +6.8% | +1.2% |
| 30D | +9.9% | -14.3% | +24.2% | +10.8% |
| 3M | -1.9% | -26.9% | +25.0% | -0.3% |
| 6M | +6.1% | -42.1% | +48.2% | +8.9% |
| YTD | +38.8% | -15.9% | +54.7% | +38.5% |
| 1Y | +50.0% | +11.5% | +38.5% | +47.1% |
| 3Y | +71.0% | +208.0% | -136.9% | +52.1% |
| 5Y | +72.5% | +2.4% | +70.1% | +67.2% |
| All | +72.5% | +3.1% | +69.4% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling