+177.0%
FDX vs AU
+694.8%
-517.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +0.9% |
| 7D | -3.9% | -7.0% | +3.1% | -3.8% |
| 30D | -3.3% | +7.3% | -10.6% | -3.4% |
| 3M | -2.0% | +33.2% | -35.2% | -2.4% |
| 6M | +8.0% | -0.6% | +8.7% | +7.8% |
| YTD | +35.0% | +26.2% | +8.8% | +34.6% |
| 1Y | +73.7% | +68.3% | +5.4% | +73.1% |
| 3Y | +61.6% | +592.1% | -530.5% | +60.3% |
| 5Y | +65.4% | +685.3% | -619.9% | +64.1% |
| All | +177.0% | +694.8% | -517.8% | +208.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 10y: compounded portfolio wealth divided by compounded AU 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…
10y analysis · Full analysis span regression · 6 months rolling