+252.4%
FDX vs ALLY
+95.5%
+156.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.0% |
| 7D | +0.5% | -0.7% | +1.1% | +0.7% |
| 30D | +9.5% | +1.1% | +8.4% | +9.0% |
| 3M | -1.3% | -13.2% | +11.8% | +3.8% |
| 6M | +5.5% | -13.5% | +19.0% | +11.0% |
| YTD | +38.9% | -14.3% | +53.2% | +46.1% |
| 1Y | +58.8% | -1.1% | +60.0% | +58.3% |
| 3Y | +71.1% | +62.0% | +9.1% | +38.3% |
| 5Y | +76.3% | -9.6% | +85.9% | +70.0% |
| 10Y | +153.4% | +176.0% | -22.5% | +54.1% |
| All | +252.4% | +95.5% | +156.9% | +124.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling