+1,425.2%
AMAT vs FDX
+156.7%
+1,268.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.0% | +5.1% | +5.5% |
| 7D | +7.0% | -2.1% | +9.0% | +8.5% |
| 30D | -20.6% | +10.4% | -31.0% | -24.9% |
| 3M | -24.8% | +0.5% | -25.2% | -25.4% |
| 6M | -10.7% | +6.5% | -17.2% | -14.2% |
| YTD | +54.3% | +40.2% | +14.0% | +26.9% |
| 1Y | +73.7% | +52.1% | +21.6% | +36.6% |
| 3Y | +168.4% | +72.8% | +95.6% | +85.1% |
| 5Y | +167.6% | +76.3% | +91.3% | +75.8% |
| 10Y | +1,425.2% | +155.7% | +1,269.4% | +642.3% |
| All | +1,425.2% | +156.7% | +1,268.5% | +642.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling