+314.2%
FDX vs AR
-27.2%
+341.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.0% |
| 3M | -1.3% | +6.2% | -7.5% | -2.3% |
| 6M | +5.0% | +4.3% | +0.7% | +3.9% |
| YTD | +39.6% | +14.4% | +25.3% | +36.2% |
| 1Y | +81.1% | +21.3% | +59.8% | +74.8% |
| 3Y | +63.0% | +39.8% | +23.2% | +51.4% |
| 5Y | +65.6% | +142.1% | -76.5% | +38.4% |
| 10Y | +183.4% | +52.0% | +131.3% | +110.1% |
| All | +314.2% | -27.2% | +341.4% | +221.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling