+4,029.2%
FDX vs APD
+6,285.2%
-2,256.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.9% | -2.5% |
| 7D | +2.9% | -0.7% | +3.6% | +3.3% |
| 30D | +9.6% | +10.1% | -0.5% | +4.9% |
| 3M | +2.4% | +4.9% | -2.5% | 0.0% |
| 6M | +9.2% | +2.5% | +6.8% | +7.1% |
| YTD | +37.7% | +27.8% | +9.9% | +21.6% |
| 1Y | +56.1% | +32.9% | +23.2% | +34.5% |
| 3Y | +68.9% | +13.4% | +55.6% | +52.3% |
| 5Y | +79.0% | +12.8% | +66.1% | +59.1% |
| 10Y | +163.9% | +194.6% | -30.7% | +48.7% |
| All | +4,029.2% | +6,285.2% | -2,256.0% | +531.1% |
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