+75.5%
FDX vs AME
+27.5%
+48.0%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -3.3% | +2.8% | -6.1% | -4.6% |
| 30D | -1.4% | -6.3% | +4.9% | +1.6% |
| 3M | -4.5% | +5.4% | -9.9% | -7.5% |
| 6M | +9.4% | +7.4% | +2.0% | +4.9% |
| YTD | +36.0% | +16.2% | +19.8% | +28.0% |
| 1Y | +75.5% | +26.8% | +48.7% | +60.4% |
| All | +75.5% | +27.5% | +48.0% | +60.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling