+156.3%
FDX vs ALLY
+201.0%
-44.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.5% | +3.1% |
| 7D | +0.2% | -0.2% | +0.4% | +0.3% |
| 30D | +9.3% | +3.4% | +5.9% | +7.8% |
| 3M | +0.5% | -11.1% | +11.5% | +4.9% |
| 6M | +5.3% | -11.5% | +16.8% | +9.9% |
| YTD | +38.6% | -12.3% | +50.9% | +44.7% |
| 1Y | +53.5% | +1.1% | +52.4% | +51.7% |
| 3Y | +74.2% | +64.8% | +9.4% | +38.9% |
| 5Y | +75.3% | -6.9% | +82.1% | +67.2% |
| 10Y | +156.3% | +194.9% | -38.7% | +59.2% |
| All | +156.3% | +201.0% | -44.8% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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