+67.1%
FDX vs APTV
-67.9%
+135.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.6% | -1.5% |
| 7D | -2.5% | +4.8% | -7.3% | -3.9% |
| 30D | +3.8% | +2.0% | +1.8% | +3.0% |
| 3M | -1.3% | -34.2% | +32.9% | +11.4% |
| 6M | +5.0% | -34.7% | +39.7% | +17.4% |
| YTD | +39.6% | -37.0% | +76.6% | +57.3% |
| 1Y | +81.1% | -40.4% | +121.5% | +107.3% |
| 3Y | +63.0% | -54.1% | +117.2% | +96.7% |
| All | +67.1% | -67.9% | +135.0% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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