+140.2%
FDX vs ALC
+24.0%
+116.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.3% |
| 7D | -2.5% | -2.1% | -0.4% | -1.7% |
| 30D | +3.8% | -0.1% | +3.9% | +3.7% |
| 3M | -1.3% | +5.9% | -7.2% | -3.9% |
| 6M | +5.0% | -15.9% | +21.0% | +11.7% |
| YTD | +39.6% | -10.1% | +49.8% | +43.9% |
| 1Y | +81.1% | -10.2% | +91.3% | +86.3% |
| 3Y | +63.0% | -13.6% | +76.6% | +67.0% |
| 5Y | +65.6% | -15.1% | +80.7% | +67.5% |
| All | +140.2% | +24.0% | +116.2% | +97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling