+70.0%
FDX vs AMC
-99.3%
+169.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.7% | -2.9% |
| 7D | -1.6% | +2.6% | -4.3% | -1.8% |
| 30D | +6.6% | +9.0% | -2.4% | +6.0% |
| 3M | -2.1% | +22.2% | -24.2% | -3.5% |
| 6M | +2.2% | +91.5% | -89.3% | -3.4% |
| YTD | +33.9% | +101.3% | -67.3% | +25.6% |
| 1Y | +50.2% | +20.8% | +29.5% | +45.4% |
| 3Y | +65.5% | -71.3% | +136.9% | +70.8% |
| All | +70.0% | -99.3% | +169.3% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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