+53.0%
FDX vs AMDL
+130.1%
-77.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -17.6% | +19.1% | +2.0% |
| 7D | +5.2% | +37.2% | -32.0% | +4.0% |
| 30D | +11.3% | -24.0% | +35.3% | +11.3% |
| 3M | -4.1% | -1.0% | -3.1% | -5.4% |
| 6M | +9.6% | -3.2% | +12.8% | +6.5% |
| YTD | +40.9% | +232.2% | -191.3% | +30.4% |
| 1Y | +53.0% | +137.7% | -84.7% | +40.9% |
| All | +53.0% | +130.1% | -77.1% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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