+431.3%
AME vs FDS
+127.5%
+303.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -4.1% | -2.0% | -2.1% | -3.6% |
| 30D | -4.1% | +13.5% | -17.6% | -8.5% |
| 3M | -5.6% | +15.2% | -20.8% | -11.2% |
| 6M | +2.8% | +47.0% | -44.2% | -13.7% |
| YTD | +16.6% | +13.9% | +2.7% | +7.0% |
| 1Y | +21.1% | +25.2% | -4.1% | +5.6% |
| 3Y | +61.1% | -25.3% | +86.4% | +77.1% |
| 5Y | +76.6% | -23.3% | +99.9% | +88.0% |
| 10Y | +431.3% | +126.0% | +305.3% | +231.0% |
| All | +431.3% | +127.5% | +303.8% | +231.0% |
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