+149.2%
FDX vs AR
+44.3%
+104.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.6% |
| 7D | -1.6% | -14.3% | +12.6% | +0.2% |
| 30D | +6.6% | +1.4% | +5.2% | +6.3% |
| 3M | -2.1% | +3.4% | -5.4% | -2.8% |
| 6M | +2.2% | -2.1% | +4.2% | +1.9% |
| YTD | +33.9% | +4.7% | +29.2% | +31.6% |
| 1Y | +50.2% | +10.6% | +39.7% | +46.3% |
| 3Y | +65.5% | +24.6% | +40.9% | +55.5% |
| 5Y | +74.1% | +71.9% | +2.2% | +51.2% |
| All | +149.2% | +44.3% | +104.9% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling