+50.2%
FDX vs AR
+8.4%
+41.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.8% |
| 7D | -1.6% | -14.3% | +12.6% | -3.3% |
| 30D | +6.6% | +1.4% | +5.2% | +6.8% |
| 3M | -2.1% | +3.4% | -5.4% | -1.4% |
| 6M | +2.2% | -2.1% | +4.2% | +2.3% |
| YTD | +33.9% | +4.7% | +29.2% | +33.9% |
| 1Y | +50.2% | +10.6% | +39.7% | +48.5% |
| All | +50.2% | +8.4% | +41.9% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling