+142.3%
FDX vs ALC
+30.4%
+111.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +0.2% |
| 7D | +5.2% | -1.1% | +6.3% | +5.6% |
| 30D | +11.3% | +16.0% | -4.8% | +4.8% |
| 3M | -4.1% | +0.8% | -4.9% | -4.6% |
| 6M | +9.6% | +16.8% | -7.2% | +2.3% |
| YTD | +40.9% | -5.5% | +46.4% | +42.1% |
| 1Y | +53.0% | -5.3% | +58.3% | +54.0% |
| 3Y | +74.1% | +4.1% | +70.0% | +64.3% |
| 5Y | +75.1% | -7.1% | +82.1% | +70.6% |
| All | +142.3% | +30.4% | +111.9% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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