+254.4%
FDX vs ALLY
+124.8%
+129.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.5% | +3.7% | -6.2% | -3.8% |
| 30D | +3.8% | -2.3% | +6.1% | +4.6% |
| 3M | -1.3% | +3.8% | -5.1% | -2.8% |
| 6M | +5.0% | +9.7% | -4.7% | +1.1% |
| YTD | +39.6% | -1.4% | +41.1% | +39.5% |
| 1Y | +81.1% | +8.2% | +72.9% | +74.2% |
| 3Y | +63.0% | +66.5% | -3.4% | +29.9% |
| 5Y | +65.6% | +1.2% | +64.4% | +52.5% |
| 10Y | +183.4% | +191.4% | -8.1% | +67.9% |
| All | +254.4% | +124.8% | +129.5% | +114.6% |
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