+2,493.4%
FDX vs ALB
+2,194.2%
+299.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.6% | -7.4% | -4.9% |
| 7D | +2.9% | +5.5% | -2.6% | +1.2% |
| 30D | +9.6% | -7.5% | +17.1% | +11.9% |
| 3M | +2.4% | -16.9% | +19.3% | +7.2% |
| 6M | +9.2% | -49.2% | +58.4% | +31.2% |
| YTD | +37.7% | -29.9% | +67.6% | +46.5% |
| 1Y | +56.1% | +8.2% | +47.9% | +44.4% |
| 3Y | +68.9% | -19.4% | +88.4% | +54.2% |
| 5Y | +79.0% | -61.6% | +140.6% | +94.3% |
| 10Y | +163.9% | +34.6% | +129.3% | +66.7% |
| All | +2,493.4% | +2,194.2% | +299.2% | +614.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling