+240.7%
FDX vs AMC
-98.1%
+338.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -0.7% |
| 7D | -2.5% | +2.3% | -4.8% | -2.6% |
| 30D | +3.8% | -0.7% | +4.5% | +3.8% |
| 3M | -1.3% | +35.2% | -36.5% | -2.7% |
| 6M | +5.0% | +124.6% | -119.6% | +1.6% |
| YTD | +39.6% | +69.9% | -30.2% | +36.1% |
| 1Y | +81.1% | -2.6% | +83.7% | +79.4% |
| 3Y | +63.0% | -79.8% | +142.8% | +65.5% |
| 5Y | +65.6% | -99.4% | +165.0% | +79.1% |
| 10Y | +183.4% | -98.9% | +282.2% | +183.3% |
| All | +240.7% | -98.1% | +338.8% | +178.3% |
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