+447.7%
FDX vs AMCR
+100.2%
+347.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -2.5% | -1.9% | -0.7% | -1.9% |
| 30D | +3.8% | -4.1% | +7.9% | +5.2% |
| 3M | -1.3% | +21.7% | -23.0% | -8.7% |
| 6M | +5.0% | +1.5% | +3.5% | +3.6% |
| YTD | +39.6% | +13.1% | +26.5% | +31.7% |
| 1Y | +81.1% | +13.0% | +68.1% | +70.6% |
| 3Y | +63.0% | +6.9% | +56.1% | +55.4% |
| 5Y | +65.6% | -10.5% | +76.1% | +67.7% |
| 10Y | +183.4% | +20.9% | +162.5% | +145.6% |
| All | +447.7% | +100.2% | +347.5% | +372.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling