+50.0%
FDX vs AU
+14.0%
+36.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.8% | +3.8% | -0.5% |
| 7D | +0.8% | -1.1% | +1.9% | +0.9% |
| 30D | +9.9% | -4.4% | +14.3% | +10.2% |
| 3M | -1.9% | -10.0% | +8.1% | -1.4% |
| 6M | +6.1% | -14.5% | +20.6% | +6.6% |
| YTD | +38.8% | +6.4% | +32.4% | +34.6% |
| 1Y | +50.0% | +7.7% | +42.3% | +45.6% |
| All | +50.0% | +14.0% | +36.0% | +45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling