+71.8%
FDX vs AS
+133.7%
-62.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.5% | -3.4% |
| 7D | +2.9% | +7.1% | -4.2% | +1.7% |
| 30D | +9.6% | +12.8% | -3.2% | +7.2% |
| 3M | +2.4% | -14.7% | +17.1% | +5.1% |
| 6M | +9.2% | -9.9% | +19.2% | +10.7% |
| YTD | +37.7% | -16.1% | +53.9% | +40.7% |
| 1Y | +56.1% | +0.2% | +56.0% | +54.2% |
| All | +71.8% | +133.7% | -62.0% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling