+310.5%
FDX vs AG
+294.5%
+16.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -2.9% |
| 7D | -1.6% | +6.3% | -8.0% | -2.0% |
| 30D | +6.6% | -8.9% | +15.6% | +7.2% |
| 3M | -2.1% | -12.2% | +10.1% | -1.5% |
| 6M | +2.2% | -28.3% | +30.5% | +3.7% |
| YTD | +33.9% | -8.8% | +42.8% | +32.9% |
| 1Y | +50.2% | +39.4% | +10.9% | +44.6% |
| 3Y | +65.5% | +229.4% | -163.9% | +46.5% |
| 5Y | +74.1% | +14.5% | +59.5% | +62.1% |
| 10Y | +156.7% | +82.7% | +74.0% | +117.4% |
| All | +310.5% | +294.5% | +16.1% | +134.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling