+153.5%
FDX vs ALM
+2,100.8%
-1,947.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.7% | -6.2% | +1.4% |
| 7D | +5.2% | +1.2% | +4.0% | +5.2% |
| 30D | +11.3% | -19.3% | +30.6% | +11.6% |
| 3M | -4.1% | -40.6% | +36.5% | -3.4% |
| 6M | +9.6% | -57.9% | +67.6% | +10.8% |
| YTD | +40.9% | -6.7% | +47.6% | +40.9% |
| 1Y | +53.0% | +20.2% | +32.8% | +52.7% |
| 3Y | +74.1% | +879.4% | -805.4% | +69.3% |
| 5Y | +75.1% | +415.3% | -340.2% | +70.8% |
| All | +153.5% | +2,100.8% | -1,947.3% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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