+149.8%
FDX vs AR
+57.2%
+92.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | +0.8% | +6.4% | -5.6% | 0.0% |
| 30D | +9.9% | +3.1% | +6.8% | +9.3% |
| 3M | -1.9% | +3.3% | -5.2% | -2.6% |
| 6M | +6.1% | +6.6% | -0.5% | +4.7% |
| YTD | +38.8% | +12.3% | +26.5% | +35.2% |
| 1Y | +50.0% | +12.3% | +37.7% | +45.9% |
| 3Y | +71.0% | +50.4% | +20.6% | +56.8% |
| 5Y | +72.5% | +101.0% | -28.5% | +46.8% |
| All | +149.8% | +57.2% | +92.5% | +91.7% |
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