+726.2%
FDX vs AGI
+5,459.2%
-4,733.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.4% | -0.5% |
| 7D | -2.5% | +0.6% | -3.1% | -2.5% |
| 30D | +3.8% | +18.2% | -14.4% | +3.3% |
| 3M | -1.3% | -4.1% | +2.8% | -1.3% |
| 6M | +5.0% | -28.7% | +33.7% | +5.8% |
| YTD | +39.6% | -4.0% | +43.6% | +39.4% |
| 1Y | +81.1% | +17.4% | +63.7% | +79.7% |
| 3Y | +63.0% | +203.0% | -140.0% | +56.8% |
| 5Y | +65.6% | +376.7% | -311.1% | +56.7% |
| 10Y | +183.4% | +407.5% | -224.1% | +163.3% |
| All | +726.2% | +5,459.2% | -4,733.0% | +660.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling