+138.4%
FDX vs ALC
+32.2%
+106.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | +0.2% | +2.1% | -1.9% | -0.6% |
| 30D | +9.3% | +17.2% | -7.9% | +2.5% |
| 3M | +0.5% | +4.6% | -4.2% | -1.6% |
| 6M | +5.3% | +20.1% | -14.8% | -2.8% |
| YTD | +38.6% | -4.2% | +42.8% | +39.1% |
| 1Y | +53.5% | +2.1% | +51.5% | +49.8% |
| 3Y | +74.2% | +4.5% | +69.8% | +64.3% |
| 5Y | +75.3% | -12.3% | +87.6% | +75.3% |
| All | +138.4% | +32.2% | +106.2% | +91.0% |
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