+73.3%
FDX vs APA
+40.8%
+32.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | +0.5% |
| 7D | -2.1% | +5.1% | -7.1% | -2.7% |
| 30D | +10.4% | +0.3% | +10.1% | +10.1% |
| 3M | +0.5% | +15.6% | -15.2% | -2.1% |
| 6M | +6.5% | +28.9% | -22.4% | +1.5% |
| YTD | +40.2% | +96.6% | -56.3% | +19.7% |
| 1Y | +52.1% | +95.5% | -43.4% | +29.6% |
| All | +73.3% | +40.8% | +32.5% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling