+153.4%
FDX vs AME
+438.4%
-285.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.5% | -4.1% | +4.6% | +3.0% |
| 30D | +9.5% | -4.1% | +13.7% | +11.8% |
| 3M | -1.3% | -5.6% | +4.3% | +1.4% |
| 6M | +5.5% | +2.8% | +2.7% | +1.8% |
| YTD | +38.9% | +16.6% | +22.3% | +22.6% |
| 1Y | +58.8% | +21.1% | +37.7% | +36.5% |
| 3Y | +71.1% | +61.1% | +10.1% | +17.3% |
| 5Y | +76.3% | +76.6% | -0.3% | +11.6% |
| 10Y | +153.4% | +431.3% | -277.9% | -17.2% |
| All | +153.4% | +438.4% | -285.0% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling