+67.1%
FDX vs APD
+27.6%
+39.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -2.5% | -2.2% | -0.3% | -1.8% |
| 30D | +3.8% | +2.1% | +1.7% | +3.0% |
| 3M | -1.3% | +7.2% | -8.5% | -4.1% |
| 6M | +5.0% | +11.2% | -6.2% | +0.4% |
| YTD | +39.6% | +24.4% | +15.3% | +27.7% |
| 1Y | +81.1% | +6.7% | +74.5% | +74.9% |
| 3Y | +63.0% | +9.2% | +53.8% | +54.2% |
| All | +67.1% | +27.6% | +39.6% | +30.3% |
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