+156.3%
FDX vs APD
+192.6%
-36.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.4% | +2.5% |
| 7D | +0.2% | -1.6% | +1.8% | +1.0% |
| 30D | +9.3% | +10.6% | -1.3% | +4.2% |
| 3M | +0.5% | +2.5% | -2.0% | -0.8% |
| 6M | +5.3% | +6.0% | -0.6% | +1.6% |
| YTD | +38.6% | +28.4% | +10.2% | +20.8% |
| 1Y | +53.5% | +22.2% | +31.4% | +36.6% |
| 3Y | +74.2% | +26.6% | +47.7% | +47.6% |
| 5Y | +75.3% | +11.8% | +63.5% | +53.8% |
| 10Y | +156.3% | +187.8% | -31.5% | +21.0% |
| All | +156.3% | +192.6% | -36.3% | +21.0% |
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