+247.2%
AMAT vs FDX
+65.4%
+181.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.6% |
| 7D | -1.5% | -2.5% | +1.0% | -0.3% |
| 30D | -14.8% | +3.8% | -18.6% | -16.5% |
| 3M | -9.3% | -1.3% | -8.0% | -8.6% |
| 6M | +27.4% | +5.0% | +22.4% | +24.1% |
| YTD | +77.6% | +39.6% | +37.9% | +51.3% |
| 1Y | +188.9% | +81.1% | +107.8% | +117.6% |
| 3Y | +202.3% | +63.0% | +139.2% | +126.8% |
| All | +247.2% | +65.4% | +181.8% | +141.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling