+64.4%
FDX vs AMDL
+87.1%
-22.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +26.8% | -23.3% | +2.1% |
| 7D | +0.2% | +10.3% | -10.1% | -0.9% |
| 30D | +9.3% | -38.3% | +47.6% | +10.8% |
| 3M | +0.5% | -8.7% | +9.2% | -0.9% |
| 6M | +5.3% | -14.4% | +19.7% | +2.2% |
| YTD | +38.6% | +206.9% | -168.4% | +21.3% |
| 1Y | +53.5% | +144.4% | -90.9% | +35.7% |
| All | +64.4% | +87.1% | -22.7% | +26.4% |
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