+70.0%
FDX vs ALC
-11.2%
+81.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.0% |
| 7D | -1.6% | +4.9% | -6.5% | -3.3% |
| 30D | +6.6% | +19.0% | -12.3% | 0.0% |
| 3M | -2.1% | +7.8% | -9.8% | -4.9% |
| 6M | +2.2% | +14.6% | -12.4% | -3.4% |
| YTD | +33.9% | -4.4% | +38.4% | +34.7% |
| 1Y | +50.2% | +1.4% | +48.8% | +47.3% |
| 3Y | +65.5% | +2.5% | +63.0% | +57.9% |
| All | +70.0% | -11.2% | +81.2% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling