+38.5%
FDX vs AUR
-36.7%
+75.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.5% | +1.1% |
| 7D | -3.9% | +0.2% | -4.0% | -3.9% |
| 30D | -3.3% | -8.9% | +5.6% | -2.7% |
| 3M | -2.0% | +4.6% | -6.6% | -2.8% |
| 6M | +8.0% | +44.9% | -36.8% | +3.3% |
| YTD | +35.0% | +64.8% | -29.8% | +27.2% |
| 1Y | +73.7% | +16.4% | +57.3% | +68.2% |
| 3Y | +61.6% | +85.1% | -23.5% | +41.4% |
| 5Y | +65.4% | -36.1% | +101.5% | +41.3% |
| All | +38.5% | -36.7% | +75.2% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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