+14.9%
AMT vs FDX
+71.8%
-56.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | -2.2% | +0.8% | -3.0% | -2.2% |
| 30D | +5.8% | +9.9% | -4.1% | +5.2% |
| 3M | +12.6% | -1.9% | +14.5% | +12.6% |
| 6M | +8.3% | +6.1% | +2.2% | +7.8% |
| YTD | +11.4% | +38.8% | -27.4% | +9.4% |
| 1Y | +7.7% | +50.0% | -42.3% | +5.4% |
| All | +14.9% | +71.8% | -56.9% | +4.5% |
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