+67.1%
FDX vs ALM
+951.0%
-883.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.5% |
| 7D | -2.5% | -2.6% | +0.1% | -2.5% |
| 30D | +3.8% | +32.0% | -28.2% | +3.2% |
| 3M | -1.3% | -15.0% | +13.7% | -1.3% |
| 6M | +5.0% | -10.1% | +15.1% | +4.8% |
| YTD | +39.6% | +99.4% | -59.8% | +38.4% |
| 1Y | +81.1% | +316.4% | -235.2% | +79.2% |
| 3Y | +63.0% | +2,022.0% | -1,958.9% | +61.0% |
| All | +67.1% | +951.0% | -883.9% | +63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling