+61.9%
FDX vs AU
+599.6%
-537.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.6% |
| 7D | -3.3% | -0.3% | -3.0% | -3.3% |
| 30D | -1.4% | +12.8% | -14.2% | -1.9% |
| 3M | -4.5% | +28.5% | -33.0% | -5.6% |
| 6M | +9.4% | +4.8% | +4.6% | +8.6% |
| YTD | +36.0% | +31.0% | +5.1% | +34.8% |
| 1Y | +75.5% | +81.4% | -5.9% | +74.4% |
| All | +61.9% | +599.6% | -537.7% | +57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling