+9,703.6%
AMD vs FDX
+4,173.5%
+5,530.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.8% | -13.4% | -15.3% |
| 7D | -28.6% | +2.9% | -31.5% | -29.5% |
| 30D | -37.7% | +9.6% | -47.3% | -40.6% |
| 3M | -16.1% | +2.4% | -18.5% | -17.8% |
| 6M | +13.8% | +9.2% | +4.6% | +8.2% |
| YTD | +88.8% | +37.7% | +51.1% | +58.5% |
| 1Y | +57.8% | +56.1% | +1.6% | +23.7% |
| 3Y | +260.3% | +68.9% | +191.3% | +160.4% |
| 5Y | +196.6% | +79.0% | +117.7% | +104.7% |
| 10Y | +6,064.6% | +163.9% | +5,900.7% | +3,191.8% |
| All | +9,703.6% | +4,173.5% | +5,530.1% | +1,659.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling