+67.1%
FDX vs AMDL
+102.5%
-35.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -17.6% | +19.1% | +2.4% |
| 7D | +5.2% | +37.2% | -32.0% | +3.2% |
| 30D | +11.3% | -24.0% | +35.3% | +11.5% |
| 3M | -4.1% | -1.0% | -3.1% | -6.0% |
| 6M | +9.6% | -3.2% | +12.8% | +5.5% |
| YTD | +40.9% | +232.2% | -191.3% | +22.6% |
| 1Y | +53.0% | +137.7% | -84.7% | +35.8% |
| All | +67.1% | +102.5% | -35.4% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling