+26.8%
AME vs FDS
-23.8%
+50.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.9% |
| 7D | +1.3% | -8.8% | +10.1% | +0.5% |
| 30D | -6.6% | -1.4% | -5.2% | -6.6% |
| 3M | +3.0% | +13.9% | -10.9% | +4.8% |
| 6M | +5.3% | +27.4% | -22.1% | +7.9% |
| YTD | +15.4% | -2.5% | +17.9% | +19.7% |
| 1Y | +26.8% | -23.8% | +50.6% | +31.1% |
| All | +26.8% | -23.8% | +50.6% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling