+70.0%
FDX vs AME
+66.2%
+3.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.3% | -4.2% |
| 7D | -1.6% | -5.2% | +3.5% | +1.0% |
| 30D | +6.6% | -8.0% | +14.6% | +11.1% |
| 3M | -2.1% | -8.9% | +6.8% | +2.4% |
| 6M | +2.2% | -5.0% | +7.1% | +3.7% |
| YTD | +33.9% | +11.9% | +22.1% | +22.5% |
| 1Y | +50.2% | +16.6% | +33.6% | +33.8% |
| 3Y | +65.5% | +62.5% | +3.1% | +15.0% |
| All | +70.0% | +66.2% | +3.8% | +7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling