+76.2%
FDX vs AME
+77.7%
-1.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | +5.2% | +5.9% | -0.7% | +1.8% |
| 30D | +11.3% | -1.9% | +13.2% | +11.8% |
| 3M | -4.1% | -5.4% | +1.3% | -1.8% |
| 6M | +9.6% | +4.9% | +4.7% | +4.9% |
| YTD | +40.9% | +18.5% | +22.4% | +24.8% |
| 1Y | +53.0% | +25.5% | +27.6% | +30.7% |
| 3Y | +74.1% | +63.0% | +11.1% | +21.8% |
| All | +76.2% | +77.7% | -1.5% | +8.2% |
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 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