+153.5%
FDX vs AMCR
+18.6%
+134.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.2% | -2.4% | +7.6% | +6.4% |
| 30D | +11.3% | +3.6% | +7.7% | +9.3% |
| 3M | -4.1% | -4.2% | +0.1% | -2.4% |
| 6M | +9.6% | +15.5% | -5.9% | +1.2% |
| YTD | +40.9% | +9.7% | +31.2% | +31.9% |
| 1Y | +53.0% | +8.3% | +44.7% | +44.1% |
| 3Y | +74.1% | +15.4% | +58.7% | +55.9% |
| 5Y | +75.1% | -9.1% | +84.2% | +75.9% |
| All | +153.5% | +18.6% | +134.9% | +99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling