+62.9%
FDX vs AMCR
-10.2%
+73.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.2% | -0.3% |
| 7D | -2.3% | -6.3% | +4.0% | +0.6% |
| 30D | -4.9% | -7.1% | +2.2% | -1.7% |
| 3M | -6.5% | +12.7% | -19.1% | -12.3% |
| 6M | +6.7% | +5.2% | +1.5% | +2.8% |
| YTD | +33.9% | +8.1% | +25.8% | +26.3% |
| 1Y | +72.2% | +11.7% | +60.4% | +59.2% |
| 3Y | +60.2% | +9.9% | +50.3% | +46.1% |
| 5Y | +62.9% | -8.7% | +71.6% | +62.6% |
| All | +62.9% | -10.2% | +73.2% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling