+63.3%
FDX vs AMDL
+20.7%
+42.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -34.9% | +31.0% | -2.0% |
| 7D | +2.9% | -52.7% | +55.6% | +6.2% |
| 30D | +9.6% | -65.3% | +74.9% | +14.7% |
| 3M | +2.4% | -40.8% | +43.2% | +3.4% |
| 6M | +9.2% | -12.9% | +22.1% | +5.0% |
| YTD | +37.7% | +98.0% | -60.3% | +23.5% |
| 1Y | +56.1% | +30.1% | +26.0% | +43.4% |
| All | +63.3% | +20.7% | +42.6% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling