+156.3%
FDX vs APA
+0.9%
+155.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | +0.2% | -8.7% | +8.9% | +1.7% |
| 30D | +9.3% | -2.4% | +11.7% | +9.4% |
| 3M | +0.5% | +19.0% | -18.5% | -3.3% |
| 6M | +5.3% | +26.8% | -21.5% | -0.4% |
| YTD | +38.6% | +87.3% | -48.7% | +19.9% |
| 1Y | +53.5% | +92.3% | -38.8% | +31.8% |
| 3Y | +74.2% | +37.3% | +37.0% | +54.4% |
| 5Y | +75.3% | +73.2% | +2.1% | +42.6% |
| 10Y | +156.3% | -0.9% | +157.1% | +86.0% |
| All | +156.3% | +0.9% | +155.4% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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