+65.5%
FDX vs ALM
+825.4%
-759.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.9% | -2.8% |
| 7D | -1.6% | -6.7% | +5.0% | -1.5% |
| 30D | +6.6% | -32.9% | +39.5% | +7.7% |
| 3M | -2.1% | -39.5% | +37.4% | -1.0% |
| 6M | +2.2% | -62.0% | +64.1% | +4.2% |
| YTD | +33.9% | -7.8% | +41.8% | +34.8% |
| 1Y | +50.2% | +26.7% | +23.6% | +50.9% |
| 3Y | +65.5% | +825.4% | -759.8% | +71.6% |
| All | +65.5% | +825.4% | -759.8% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling