+67.1%
FDX vs AG
+64.2%
+2.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.5% |
| 3M | -1.3% | +6.2% | -7.5% | -2.1% |
| 6M | +5.0% | -26.7% | +31.7% | +6.1% |
| YTD | +39.6% | +26.1% | +13.5% | +36.1% |
| 1Y | +81.1% | +131.7% | -50.5% | +69.2% |
| 3Y | +63.0% | +255.3% | -192.3% | +44.0% |
| All | +67.1% | +64.2% | +2.9% | +52.0% |
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