+3,916.3%
FDX vs APA
+860.5%
+3,055.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.4% | -3.2% |
| 7D | -1.6% | -15.5% | +13.9% | +1.1% |
| 30D | +6.6% | +2.4% | +4.2% | +5.8% |
| 3M | -2.1% | +22.8% | -24.9% | -6.2% |
| 6M | +2.2% | +17.9% | -15.8% | -2.0% |
| YTD | +33.9% | +87.7% | -53.7% | +16.7% |
| 1Y | +50.2% | +94.2% | -44.0% | +29.8% |
| 3Y | +65.5% | +27.2% | +38.3% | +50.1% |
| 5Y | +74.1% | +74.1% | -0.1% | +43.6% |
| 10Y | +156.7% | +2.6% | +154.0% | +92.8% |
| All | +3,916.3% | +860.5% | +3,055.9% | +2,590.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling