+155.7%
FDX vs ALB
+35.3%
+120.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.7% |
| 7D | -2.1% | +1.1% | -3.1% | -2.4% |
| 30D | +10.4% | -2.6% | +13.0% | +10.9% |
| 3M | +0.5% | -25.6% | +26.0% | +7.1% |
| 6M | +6.5% | -54.0% | +60.5% | +26.6% |
| YTD | +40.2% | -31.6% | +71.8% | +48.2% |
| 1Y | +52.1% | -6.6% | +58.6% | +47.8% |
| 3Y | +72.8% | -14.0% | +86.8% | +56.8% |
| 5Y | +76.3% | -62.5% | +138.8% | +92.0% |
| 10Y | +155.7% | +36.3% | +119.5% | +63.4% |
| All | +155.7% | +35.3% | +120.4% | +63.4% |
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