+61.4%
AMAT vs FDX
+65.6%
-4.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.6% | -6.9% | -4.8% |
| 7D | -11.2% | +8.1% | -19.4% | -14.5% |
| 30D | -31.9% | +13.9% | -45.8% | -36.2% |
| 3M | -32.3% | +5.5% | -37.9% | -34.5% |
| 6M | -5.4% | +15.1% | -20.5% | -11.9% |
| YTD | +44.3% | +43.2% | +1.1% | +25.9% |
| 1Y | +61.4% | +65.0% | -3.7% | +44.5% |
| All | +61.4% | +65.6% | -4.3% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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