+308.5%
FDX vs AR
-32.8%
+341.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.8% | -1.0% | -3.5% |
| 7D | +2.9% | -11.7% | +14.6% | +4.4% |
| 30D | +9.6% | +1.8% | +7.8% | +9.2% |
| 3M | +2.4% | +6.0% | -3.6% | +1.4% |
| 6M | +9.2% | -7.0% | +16.2% | +9.6% |
| YTD | +37.7% | +5.6% | +32.1% | +35.3% |
| 1Y | +56.1% | +10.8% | +45.3% | +52.2% |
| 3Y | +68.9% | +19.3% | +49.6% | +60.1% |
| 5Y | +79.0% | +73.3% | +5.6% | +56.4% |
| 10Y | +163.9% | +47.6% | +116.3% | +96.4% |
| All | +308.5% | -32.8% | +341.3% | +219.7% |
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