+249.5%
FDX vs ALLY
+101.5%
+148.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -3.3% |
| 7D | +2.9% | -1.1% | +4.1% | +3.3% |
| 30D | +9.6% | +4.2% | +5.4% | +7.9% |
| 3M | +2.4% | -12.4% | +14.8% | +7.3% |
| 6M | +9.2% | -8.7% | +17.9% | +12.6% |
| YTD | +37.7% | -11.6% | +49.4% | +43.2% |
| 1Y | +56.1% | +0.2% | +56.0% | +54.8% |
| 3Y | +68.9% | +57.1% | +11.9% | +38.0% |
| 5Y | +79.0% | -6.8% | +85.8% | +70.6% |
| 10Y | +163.9% | +200.4% | -36.5% | +56.0% |
| All | +249.5% | +101.5% | +148.0% | +120.2% |
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 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