+178.8%
FDX vs AGI
+398.0%
-219.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.6% |
| 7D | -2.3% | +2.2% | -4.5% | -2.4% |
| 30D | -4.9% | +11.3% | -16.2% | -5.1% |
| 3M | -6.5% | +5.6% | -12.1% | -6.6% |
| 6M | +6.7% | -27.7% | +34.3% | +6.9% |
| YTD | +33.9% | -4.1% | +38.0% | +33.8% |
| 1Y | +72.2% | +13.8% | +58.4% | +71.9% |
| 3Y | +60.2% | +217.0% | -156.8% | +57.6% |
| 5Y | +62.9% | +404.3% | -341.4% | +59.7% |
| 10Y | +178.8% | +400.5% | -221.7% | +181.1% |
| All | +178.8% | +398.0% | -219.2% | +181.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling