+155.7%
FDX vs AGI
+355.0%
-199.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.7% | +1.0% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +10.4% | -7.6% | +18.0% | +10.5% |
| 3M | +0.5% | -10.2% | +10.7% | +0.6% |
| 6M | +6.5% | -31.5% | +38.0% | +6.8% |
| YTD | +40.2% | -22.0% | +62.2% | +40.5% |
| 1Y | +52.1% | -7.9% | +60.0% | +52.3% |
| 3Y | +72.8% | +137.6% | -64.7% | +71.1% |
| 5Y | +76.3% | +256.7% | -180.4% | +73.8% |
| 10Y | +155.7% | +405.2% | -249.4% | +160.4% |
| All | +155.7% | +355.0% | -199.2% | +160.4% |
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