+94.2%
AMT vs FDX
+185.1%
-90.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -0.2% | -2.5% | +2.3% | +0.2% |
| 30D | +4.6% | +3.8% | +0.8% | +4.0% |
| 3M | -8.4% | -1.3% | -7.1% | -8.4% |
| 6M | -6.0% | +5.0% | -11.0% | -7.2% |
| YTD | +2.1% | +39.6% | -37.5% | -4.2% |
| 1Y | -6.4% | +81.1% | -87.5% | -16.3% |
| 3Y | +8.1% | +63.0% | -55.0% | -3.9% |
| 5Y | -31.9% | +65.6% | -97.5% | -41.1% |
| All | +94.2% | +185.1% | -90.9% | +25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling