+9.2%
FDX vs ALC
+3.4%
+5.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.7% |
| 7D | +2.9% | +7.6% | -4.7% | +2.3% |
| 30D | +9.6% | +21.1% | -11.5% | +8.7% |
| 3M | +2.4% | +8.5% | -6.1% | +1.3% |
| 6M | +9.2% | +2.8% | +6.4% | +6.1% |
| All | +9.2% | +3.4% | +5.8% | +6.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling