+149.2%
FDX vs ALLY
+189.4%
-40.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.1% |
| 7D | -1.6% | +0.9% | -2.6% | -2.0% |
| 30D | +6.6% | +3.1% | +3.5% | +5.3% |
| 3M | -2.1% | -12.6% | +10.5% | +2.9% |
| 6M | +2.2% | -12.4% | +14.6% | +7.1% |
| YTD | +33.9% | -13.2% | +47.1% | +40.3% |
| 1Y | +50.2% | +1.8% | +48.4% | +48.1% |
| 3Y | +65.5% | +58.0% | +7.6% | +34.2% |
| 5Y | +74.1% | -8.4% | +82.5% | +67.1% |
| All | +149.2% | +189.4% | -40.1% | +59.7% |
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