+67.1%
FDX vs ALB
-44.4%
+111.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.9% | +0.3% |
| 7D | -2.5% | -8.1% | +5.5% | -1.1% |
| 30D | +3.8% | +6.3% | -2.5% | +2.4% |
| 3M | -1.3% | -23.6% | +22.3% | +3.2% |
| 6M | +5.0% | -24.6% | +29.6% | +9.3% |
| YTD | +39.6% | -10.3% | +49.9% | +39.0% |
| 1Y | +81.1% | +61.5% | +19.7% | +57.5% |
| 3Y | +63.0% | -34.0% | +97.0% | +61.2% |
| All | +67.1% | -44.4% | +111.5% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling