+428.5%
AME vs FDS
+72.8%
+355.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.5% |
| 7D | +1.3% | -8.8% | +10.1% | +4.4% |
| 30D | -6.6% | -1.4% | -5.2% | -6.5% |
| 3M | +3.0% | +13.9% | -10.9% | -3.5% |
| 6M | +5.3% | +27.4% | -22.1% | -7.6% |
| YTD | +15.4% | -2.5% | +17.9% | +12.7% |
| 1Y | +26.8% | -23.8% | +50.6% | +37.8% |
| 3Y | +56.5% | -32.5% | +89.0% | +77.5% |
| 5Y | +85.2% | -23.2% | +108.4% | +92.2% |
| 10Y | +428.5% | +76.4% | +352.1% | +253.9% |
| All | +428.5% | +72.8% | +355.7% | +253.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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