+50.2%
FDX vs ALC
+2.0%
+48.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.3% |
| 7D | -1.6% | +4.9% | -6.5% | -2.6% |
| 30D | +6.6% | +19.0% | -12.3% | +3.2% |
| 3M | -2.1% | +7.8% | -9.8% | -3.7% |
| 6M | +2.2% | +14.6% | -12.4% | -0.7% |
| YTD | +33.9% | -4.4% | +38.4% | +34.7% |
| 1Y | +50.2% | +1.4% | +48.8% | +45.6% |
| All | +50.2% | +2.0% | +48.2% | +45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling