+337.5%
AMD vs FDX
+65.4%
+272.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.2% | +5.0% |
| 7D | +2.6% | -2.5% | +5.1% | +3.9% |
| 30D | -0.9% | +3.8% | -4.7% | -3.1% |
| 3M | -8.7% | -1.3% | -7.4% | -8.4% |
| 6M | +136.3% | +5.0% | +131.3% | +129.4% |
| YTD | +123.0% | +39.6% | +83.4% | +86.1% |
| 1Y | +195.2% | +81.1% | +114.1% | +113.9% |
| 3Y | +336.3% | +63.0% | +273.3% | +212.7% |
| All | +337.5% | +65.4% | +272.1% | +182.0% |
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