+72.2%
FDX vs AGI
+12.0%
+60.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.7% |
| 7D | -2.3% | +2.2% | -4.5% | -2.5% |
| 30D | -4.9% | +11.3% | -16.2% | -5.7% |
| 3M | -6.5% | +5.6% | -12.1% | -7.2% |
| 6M | +6.7% | -27.7% | +34.3% | +7.9% |
| YTD | +33.9% | -4.1% | +38.0% | +34.0% |
| 1Y | +72.2% | +13.8% | +58.4% | +71.8% |
| All | +72.2% | +12.0% | +60.1% | +71.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling