+3,916.3%
FDX vs APD
+6,189.3%
-2,273.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.1% |
| 7D | -1.6% | -3.7% | +2.0% | +0.1% |
| 30D | +6.6% | +9.6% | -3.0% | +2.3% |
| 3M | -2.1% | +1.6% | -3.7% | -2.9% |
| 6M | +2.2% | +2.2% | 0.0% | +0.4% |
| YTD | +33.9% | +25.9% | +8.1% | +19.1% |
| 1Y | +50.2% | +20.1% | +30.1% | +35.9% |
| 3Y | +65.5% | +12.4% | +53.1% | +49.8% |
| 5Y | +74.1% | +11.1% | +62.9% | +55.9% |
| 10Y | +156.7% | +190.1% | -33.5% | +45.7% |
| All | +3,916.3% | +6,189.3% | -2,273.0% | +518.1% |
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