+155.7%
FDX vs APD
+187.5%
-31.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +0.5% |
| 7D | -2.1% | -1.2% | -0.9% | -1.5% |
| 30D | +10.4% | +11.0% | -0.6% | +5.1% |
| 3M | +0.5% | +2.6% | -2.1% | -0.9% |
| 6M | +6.5% | +4.8% | +1.7% | +3.4% |
| YTD | +40.2% | +31.0% | +9.3% | +21.1% |
| 1Y | +52.1% | +23.4% | +28.7% | +34.7% |
| 3Y | +72.8% | +28.4% | +44.5% | +45.5% |
| 5Y | +76.3% | +15.2% | +61.1% | +52.3% |
| 10Y | +155.7% | +190.7% | -34.9% | +20.2% |
| All | +155.7% | +187.5% | -31.7% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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