+81.1%
FDX vs AMCR
+11.5%
+69.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.1% |
| 7D | -2.5% | -3.3% | +0.7% | -1.6% |
| 30D | +3.8% | -5.4% | +9.2% | +5.5% |
| 3M | -1.3% | +20.0% | -21.3% | -7.9% |
| 6M | +5.0% | 0.0% | +5.0% | +2.3% |
| YTD | +39.6% | +11.5% | +28.1% | +32.6% |
| 1Y | +81.1% | +11.4% | +69.7% | +72.1% |
| All | +81.1% | +11.5% | +69.6% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling