+9,303.3%
AME vs FDS
+9,502.8%
-199.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +2.5% |
| 7D | +0.6% | -1.9% | +2.5% | +1.1% |
| 30D | -6.7% | +9.0% | -15.7% | -9.2% |
| 3M | +4.1% | +18.9% | -14.8% | -2.3% |
| 6M | +1.6% | +35.1% | -33.5% | -9.5% |
| YTD | +16.1% | +5.5% | +10.6% | +10.3% |
| 1Y | +27.3% | -16.8% | +44.1% | +29.0% |
| 3Y | +50.9% | -28.1% | +78.9% | +58.7% |
| 5Y | +81.4% | -17.4% | +98.8% | +81.7% |
| 10Y | +417.0% | +85.4% | +331.5% | +306.9% |
| All | +9,303.3% | +9,502.8% | -199.5% | +3,499.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling