+384.9%
FDX vs ALM
+7,705.7%
-7,320.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.7% |
| 3M | -1.3% | -15.0% | +13.7% | -1.3% |
| 6M | +5.0% | -10.1% | +15.1% | +5.0% |
| YTD | +39.6% | +99.4% | -59.8% | +39.4% |
| 1Y | +81.1% | +316.4% | -235.2% | +80.6% |
| 3Y | +63.0% | +2,022.0% | -1,958.9% | +62.0% |
| 5Y | +65.6% | +941.2% | -875.6% | +64.6% |
| 10Y | +183.4% | +2,950.3% | -2,767.0% | +180.8% |
| All | +384.9% | +7,705.7% | -7,320.8% | +376.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling