+440.7%
AME vs FDS
+127.7%
+313.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +5.9% | +1.5% | +4.4% | +5.4% |
| 30D | -1.9% | +14.8% | -16.7% | -6.8% |
| 3M | -5.4% | +16.3% | -21.7% | -11.2% |
| 6M | +4.9% | +66.2% | -61.3% | -16.0% |
| YTD | +18.5% | +16.2% | +2.2% | +8.0% |
| 1Y | +25.5% | +21.8% | +3.6% | +11.3% |
| 3Y | +63.0% | -23.9% | +86.9% | +78.2% |
| 5Y | +78.3% | -23.1% | +101.4% | +90.5% |
| All | +440.7% | +127.7% | +313.0% | +232.4% |
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