+62.5%
AME vs FDS
-23.2%
+85.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.7% | +6.2% | +2.6% |
| 7D | -5.2% | -0.5% | -4.7% | -5.2% |
| 30D | -8.0% | +20.2% | -28.2% | -8.4% |
| 3M | -8.9% | +19.9% | -28.8% | -9.3% |
| 6M | -5.0% | +56.2% | -61.1% | -7.5% |
| YTD | +11.9% | +14.6% | -2.7% | +15.4% |
| 1Y | +16.6% | +31.6% | -15.0% | +15.3% |
| 3Y | +62.5% | -23.8% | +86.3% | +87.3% |
| All | +62.5% | -23.2% | +85.6% | +87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling