+67.1%
FDX vs AR
+143.7%
-76.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.5% |
| 7D | -2.5% | +2.5% | -5.0% | -2.8% |
| 30D | +3.8% | +14.8% | -11.0% | +2.4% |
| 3M | -1.3% | +6.2% | -7.5% | -2.0% |
| 6M | +5.0% | +4.3% | +0.7% | +4.1% |
| YTD | +39.6% | +14.4% | +25.3% | +36.6% |
| 1Y | +81.1% | +21.3% | +59.8% | +75.5% |
| 3Y | +63.0% | +39.8% | +23.2% | +52.9% |
| All | +67.1% | +143.7% | -76.6% | +46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling