+76.3%
FDX vs APD
+12.4%
+63.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +0.5% | -0.2% | +0.7% | +0.6% |
| 30D | +9.5% | +11.0% | -1.5% | +5.7% |
| 3M | -1.3% | +1.3% | -2.7% | -1.8% |
| 6M | +5.5% | +6.4% | -0.8% | +2.9% |
| YTD | +38.9% | +28.9% | +9.9% | +25.4% |
| 1Y | +58.8% | +23.2% | +35.6% | +45.4% |
| 3Y | +71.1% | +26.3% | +44.8% | +53.3% |
| 5Y | +76.3% | +12.0% | +64.3% | +52.3% |
| All | +76.3% | +12.4% | +63.9% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling