+74.6%
FDX vs AGI
+270.2%
-195.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.5% | +0.4% |
| 7D | +0.5% | +13.9% | -13.5% | -0.2% |
| 30D | +9.5% | -6.2% | +15.8% | +9.7% |
| 3M | -1.3% | -6.9% | +5.6% | -1.2% |
| 6M | +5.5% | -28.7% | +34.3% | +6.6% |
| YTD | +38.9% | -19.8% | +58.7% | +39.5% |
| 1Y | +58.8% | -4.8% | +63.6% | +58.9% |
| 3Y | +71.1% | +144.3% | -73.2% | +60.0% |
| All | +74.6% | +270.2% | -195.7% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling