+236.0%
FDX vs AMC
-97.8%
+333.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -12.5% | +8.7% | -3.4% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | +9.6% | +4.4% | +5.2% | +9.4% |
| 3M | +2.4% | +15.4% | -13.0% | +1.8% |
| 6M | +9.2% | +93.7% | -84.5% | +6.2% |
| YTD | +37.7% | +97.4% | -59.7% | +33.5% |
| 1Y | +56.1% | +23.2% | +32.9% | +53.4% |
| 3Y | +68.9% | -71.3% | +140.2% | +70.2% |
| 5Y | +79.0% | -99.3% | +178.2% | +92.3% |
| 10Y | +163.9% | -98.7% | +262.6% | +164.0% |
| All | +236.0% | -97.8% | +333.8% | +172.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling