+4,087.3%
FDX vs AME
+18,709.1%
-14,621.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.2% |
| 7D | -2.5% | +0.6% | -3.1% | -2.8% |
| 30D | +3.8% | -6.7% | +10.5% | +6.8% |
| 3M | -1.3% | +4.1% | -5.4% | -3.1% |
| 6M | +5.0% | +1.6% | +3.4% | +4.1% |
| YTD | +39.6% | +16.1% | +23.5% | +30.8% |
| 1Y | +81.1% | +27.3% | +53.8% | +62.7% |
| 3Y | +63.0% | +50.9% | +12.2% | +35.7% |
| 5Y | +65.6% | +81.4% | -15.8% | +27.6% |
| 10Y | +183.4% | +417.0% | -233.6% | +47.1% |
| All | +4,087.3% | +18,709.1% | -14,621.8% | +800.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling