+138.8%
FDX vs ALC
+30.3%
+108.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.8% |
| 7D | +0.5% | +2.3% | -1.9% | -0.5% |
| 30D | +9.5% | +15.5% | -6.0% | +3.3% |
| 3M | -1.3% | +0.6% | -1.9% | -1.8% |
| 6M | +5.5% | +18.4% | -12.8% | -2.1% |
| YTD | +38.9% | -5.6% | +44.4% | +40.1% |
| 1Y | +58.8% | 0.0% | +58.8% | +56.2% |
| 3Y | +71.1% | +2.8% | +68.3% | +62.4% |
| 5Y | +76.3% | -8.8% | +85.1% | +73.2% |
| All | +138.8% | +30.3% | +108.6% | +92.5% |
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