+4,087.3%
FDX vs APA
+815.8%
+3,271.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | 0.0% |
| 7D | -2.5% | +0.5% | -3.1% | -2.7% |
| 30D | +3.8% | +23.4% | -19.6% | -0.2% |
| 3M | -1.3% | +12.7% | -14.0% | -3.9% |
| 6M | +5.0% | +39.4% | -34.4% | -2.6% |
| YTD | +39.6% | +79.0% | -39.3% | +23.3% |
| 1Y | +81.1% | +88.8% | -7.7% | +57.3% |
| 3Y | +63.0% | +6.4% | +56.7% | +53.0% |
| 5Y | +65.6% | +153.0% | -87.4% | +27.5% |
| 10Y | +183.4% | +7.5% | +175.8% | +111.6% |
| All | +4,087.3% | +815.8% | +3,271.5% | +2,741.6% |
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