+500.9%
FDX vs APTV
+194.6%
+306.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.6% | -1.6% |
| 7D | -2.5% | +4.8% | -7.3% | -4.2% |
| 30D | +3.8% | +2.0% | +1.8% | +2.8% |
| 3M | -1.3% | -34.2% | +32.9% | +13.5% |
| 6M | +5.0% | -34.7% | +39.7% | +19.5% |
| YTD | +39.6% | -37.0% | +76.6% | +60.2% |
| 1Y | +81.1% | -40.4% | +121.5% | +111.5% |
| 3Y | +63.0% | -54.1% | +117.2% | +101.4% |
| 5Y | +65.6% | -68.0% | +133.6% | +125.4% |
| 10Y | +183.4% | -15.5% | +198.9% | +143.5% |
| All | +500.9% | +194.6% | +306.3% | +173.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling