+4,087.3%
FDX vs APD
+6,115.6%
-2,028.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.1% |
| 7D | -2.5% | -2.2% | -0.3% | -1.6% |
| 30D | +3.8% | +2.1% | +1.7% | +2.7% |
| 3M | -1.3% | +7.2% | -8.5% | -5.0% |
| 6M | +5.0% | +11.2% | -6.2% | -0.9% |
| YTD | +39.6% | +24.4% | +15.3% | +24.8% |
| 1Y | +81.1% | +6.7% | +74.5% | +72.4% |
| 3Y | +63.0% | +9.2% | +53.8% | +49.3% |
| 5Y | +65.6% | +27.4% | +38.2% | +38.9% |
| 10Y | +183.4% | +164.8% | +18.5% | +67.5% |
| All | +4,087.3% | +6,115.6% | -2,028.3% | +548.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling