+132.8%
AMAT vs FDX
+68.8%
+64.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.8% | -9.8% | -12.0% |
| 7D | -24.3% | +2.9% | -27.2% | -25.1% |
| 30D | -39.8% | +9.6% | -49.4% | -42.1% |
| 3M | -40.2% | +2.4% | -42.5% | -41.0% |
| 6M | -22.1% | +9.2% | -31.3% | -24.9% |
| YTD | +24.7% | +37.7% | -13.0% | +9.7% |
| 1Y | +33.3% | +56.1% | -22.9% | +11.8% |
| All | +132.8% | +68.8% | +64.1% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling