Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • AME vs FDS✓SelectedUSD · FDSAME vs FDS performance historyLatest closeAs of+0.02%09/08
Stock and ETF performance explorer

AME vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+84.8%
FDS return
-20.4%
Excess return
+105.3%
Maximum drawdown
-27.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
1D0.0%-4.3%+4.3%+0.7%
7D+2.8%-5.4%+8.2%+3.7%
30D-6.3%+1.6%-7.9%-6.7%
3M+5.4%+17.7%-12.4%+1.6%
6M+7.4%+29.1%-21.6%+0.2%
YTD+16.2%+1.0%+15.2%+16.9%
1Y+26.8%-21.6%+48.4%+40.4%
3Y+57.5%-30.1%+87.6%+80.2%
5Y+84.8%-20.7%+105.6%+113.5%
All+84.8%-20.4%+105.3%+113.5%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling