+65.8%
FDX vs ALB
-34.0%
+99.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.9% | +0.2% |
| 7D | -2.5% | -8.1% | +5.5% | -1.3% |
| 30D | +3.8% | +6.3% | -2.5% | +2.6% |
| 3M | -1.3% | -23.6% | +22.3% | +2.6% |
| 6M | +5.0% | -24.6% | +29.6% | +8.7% |
| YTD | +39.6% | -10.3% | +49.9% | +39.0% |
| 1Y | +81.1% | +61.5% | +19.7% | +59.9% |
| All | +65.8% | -34.0% | +99.8% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling