+64.4%
FDX vs AGI
+390.0%
-325.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.5% |
| 7D | -3.3% | +4.4% | -7.7% | -3.5% |
| 30D | -1.4% | +10.0% | -11.3% | -1.8% |
| 3M | -4.5% | +1.7% | -6.3% | -4.8% |
| 6M | +9.4% | -26.8% | +36.2% | +10.3% |
| YTD | +36.0% | -5.3% | +41.3% | +35.8% |
| 1Y | +75.5% | +11.5% | +64.0% | +74.3% |
| 3Y | +62.8% | +212.9% | -150.1% | +50.2% |
| 5Y | +64.4% | +388.8% | -324.4% | +46.4% |
| All | +64.4% | +390.0% | -325.6% | +46.4% |
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 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