+84.8%
AME vs FDS
-20.4%
+105.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -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