+62.9%
FDX vs AUR
-34.3%
+97.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -2.3% | +11.1% | -13.4% | -3.2% |
| 30D | -4.9% | -6.9% | +2.0% | -4.5% |
| 3M | -6.5% | +5.5% | -12.0% | -7.3% |
| 6M | +6.7% | +41.0% | -34.3% | +2.2% |
| YTD | +33.9% | +69.3% | -35.4% | +25.9% |
| 1Y | +72.2% | +14.0% | +58.1% | +67.1% |
| 3Y | +60.2% | +90.1% | -29.8% | +39.9% |
| 5Y | +62.9% | -34.4% | +97.3% | +32.0% |
| All | +62.9% | -34.3% | +97.2% | +32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling