+74.2%
FDX vs AS
+120.4%
-46.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.1% | -1.2% |
| 7D | -2.5% | -4.9% | +2.4% | -1.7% |
| 30D | +3.8% | -19.6% | +23.4% | +7.8% |
| 3M | -1.3% | -14.4% | +13.1% | +1.1% |
| 6M | +5.0% | -20.1% | +25.1% | +8.7% |
| YTD | +39.6% | -20.9% | +60.6% | +44.3% |
| 1Y | +81.1% | -21.9% | +103.0% | +87.1% |
| All | +74.2% | +120.4% | -46.2% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling