+199.0%
AMD vs FDX
+72.6%
+126.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.7% | +13.8% | +12.4% |
| 7D | -11.0% | -1.6% | -9.4% | -10.2% |
| 30D | -30.5% | +6.6% | -37.1% | -32.8% |
| 3M | -8.2% | -2.1% | -6.2% | -8.1% |
| 6M | +6.6% | +2.2% | +4.4% | +4.3% |
| YTD | +109.7% | +33.9% | +75.7% | +77.5% |
| 1Y | +88.9% | +50.2% | +38.7% | +49.9% |
| 3Y | +301.8% | +65.5% | +236.3% | +181.4% |
| All | +199.0% | +72.6% | +126.4% | +98.4% |
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