+64.6%
FDX vs AMDL
+145.7%
-81.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.9% | -12.9% | -1.6% |
| 7D | +0.8% | +103.5% | -102.8% | -3.1% |
| 30D | +9.9% | -18.3% | +28.2% | +9.8% |
| 3M | -1.9% | +20.1% | -22.0% | -4.6% |
| 6M | +6.1% | +15.9% | -9.8% | +1.3% |
| YTD | +38.8% | +303.0% | -264.2% | +19.8% |
| 1Y | +50.0% | +164.0% | -114.0% | +32.8% |
| All | +64.6% | +145.7% | -81.1% | +24.7% |
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