+322.1%
FDX vs AG
+287.4%
+34.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.2% | -0.6% | -3.6% |
| 7D | +2.9% | -2.9% | +5.8% | +3.1% |
| 30D | +9.6% | -15.1% | +24.7% | +10.7% |
| 3M | +2.4% | -15.4% | +17.7% | +3.2% |
| 6M | +9.2% | -21.9% | +31.1% | +10.3% |
| YTD | +37.7% | -10.4% | +48.2% | +36.8% |
| 1Y | +56.1% | +39.8% | +16.3% | +50.3% |
| 3Y | +68.9% | +209.5% | -140.6% | +50.1% |
| 5Y | +79.0% | +12.5% | +66.5% | +66.9% |
| 10Y | +163.9% | +79.5% | +84.4% | +123.8% |
| All | +322.1% | +287.4% | +34.6% | +141.4% |
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