+62.8%
FDX vs AMCR
+10.1%
+52.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -1.9% |
| 7D | -3.3% | -1.8% | -1.5% | -2.6% |
| 30D | -1.4% | -6.0% | +4.6% | +0.9% |
| 3M | -4.5% | +18.9% | -23.4% | -11.6% |
| 6M | +9.4% | +5.7% | +3.8% | +5.7% |
| YTD | +36.0% | +11.1% | +24.9% | +27.8% |
| 1Y | +75.5% | +12.7% | +62.8% | +63.5% |
| 3Y | +62.8% | +9.6% | +53.2% | +53.7% |
| All | +62.8% | +10.1% | +52.7% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling