+1,162.1%
AMAT vs FDX
+153.7%
+1,008.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +7.0% | +5.7% |
| 7D | -14.7% | -1.6% | -13.1% | -13.9% |
| 30D | -36.1% | +6.6% | -42.7% | -38.5% |
| 3M | -36.9% | -2.1% | -34.8% | -36.7% |
| 6M | -22.2% | +2.2% | -24.4% | -23.6% |
| YTD | +29.9% | +33.9% | -4.0% | +9.4% |
| 1Y | +43.3% | +50.2% | -7.0% | +12.9% |
| 3Y | +142.7% | +65.5% | +77.1% | +71.2% |
| 5Y | +126.2% | +74.1% | +52.1% | +49.1% |
| All | +1,162.1% | +153.7% | +1,008.4% | +569.1% |
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