+6.1%
FDX vs ALM
-63.0%
+69.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -0.7% |
| 7D | +0.8% | -4.0% | +4.8% | +1.0% |
| 30D | +9.9% | -30.5% | +40.4% | +11.3% |
| 3M | -1.9% | -46.9% | +45.0% | -0.3% |
| 6M | +6.1% | -65.5% | +71.6% | +8.3% |
| All | +6.1% | -63.0% | +69.1% | +8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling