+156.3%
FDX vs AR
+48.7%
+107.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.4% |
| 7D | +0.2% | -10.5% | +10.7% | +1.5% |
| 30D | +9.3% | +1.3% | +8.0% | +9.0% |
| 3M | +0.5% | +4.8% | -4.3% | -0.4% |
| 6M | +5.3% | +1.2% | +4.2% | +4.6% |
| YTD | +38.6% | +5.5% | +33.1% | +36.1% |
| 1Y | +53.5% | +8.1% | +45.5% | +50.0% |
| 3Y | +74.2% | +38.8% | +35.4% | +61.4% |
| 5Y | +75.3% | +78.8% | -3.6% | +51.4% |
| 10Y | +156.3% | +46.4% | +109.9% | +97.9% |
| All | +156.3% | +48.7% | +107.6% | +97.9% |
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