+153.5%
FDX vs ALB
+32.4%
+121.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.8% |
| 7D | +5.2% | -5.8% | +11.0% | +6.6% |
| 30D | +11.3% | -4.5% | +15.8% | +12.3% |
| 3M | -4.1% | -28.1% | +24.0% | +3.0% |
| 6M | +9.6% | -53.2% | +62.8% | +29.8% |
| YTD | +40.9% | -33.3% | +74.2% | +49.8% |
| 1Y | +53.0% | -17.4% | +70.4% | +53.5% |
| 3Y | +74.1% | -14.1% | +88.2% | +57.8% |
| 5Y | +75.1% | -64.0% | +139.1% | +92.9% |
| All | +153.5% | +32.4% | +121.2% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling