+1,559.8%
FDX vs AU
+607.0%
+952.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.6% |
| 7D | +5.2% | -7.2% | +12.4% | +5.5% |
| 30D | +11.3% | -2.9% | +14.2% | +11.3% |
| 3M | -4.1% | -8.7% | +4.6% | -3.9% |
| 6M | +9.6% | -14.1% | +23.8% | +10.0% |
| YTD | +40.9% | +4.8% | +36.1% | +39.8% |
| 1Y | +53.0% | +11.9% | +41.1% | +51.4% |
| 3Y | +74.1% | +513.8% | -439.7% | +59.0% |
| 5Y | +75.1% | +379.3% | -304.2% | +60.0% |
| 10Y | +156.9% | +837.1% | -680.1% | +120.4% |
| All | +1,559.8% | +607.0% | +952.8% | +1,430.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling