+117.1%
AMAT vs FDX
+76.2%
+40.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.8% | -9.8% | -11.7% |
| 7D | -24.3% | +2.9% | -27.2% | -25.3% |
| 30D | -39.8% | +9.6% | -49.4% | -42.5% |
| 3M | -40.2% | +2.4% | -42.5% | -41.2% |
| 6M | -22.1% | +9.2% | -31.3% | -25.6% |
| YTD | +24.7% | +37.7% | -13.0% | +6.3% |
| 1Y | +33.3% | +56.1% | -22.9% | +6.8% |
| 3Y | +133.9% | +68.9% | +64.9% | +70.6% |
| 5Y | +117.1% | +79.0% | +38.1% | +51.5% |
| All | +117.1% | +76.2% | +40.9% | +51.5% |
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 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