+92.0%
AMGN vs FDX
+73.6%
+18.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | -2.2% | -2.1% | -0.1% | -1.8% |
| 30D | +12.1% | +10.4% | +1.7% | +10.1% |
| 3M | +13.6% | +0.5% | +13.2% | +13.5% |
| 6M | +43.9% | +6.5% | +37.5% | +42.1% |
| YTD | +45.9% | +40.2% | +5.7% | +38.6% |
| 1Y | +42.1% | +52.1% | -9.9% | +33.5% |
| All | +92.0% | +73.6% | +18.4% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling