+71.6%
FDX vs AGI
+145.3%
-73.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.5% | +0.4% |
| 7D | +0.5% | +13.9% | -13.5% | 0.0% |
| 30D | +9.5% | -6.2% | +15.8% | +9.6% |
| 3M | -1.3% | -6.9% | +5.6% | -1.2% |
| 6M | +5.5% | -28.7% | +34.3% | +6.0% |
| YTD | +38.9% | -19.8% | +58.7% | +39.7% |
| 1Y | +58.8% | -4.8% | +63.6% | +60.4% |
| All | +71.6% | +145.3% | -73.7% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling