+9,337.6%
AME vs FDS
+10,290.2%
-952.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.3% |
| 7D | -1.5% | -5.0% | +3.4% | -0.3% |
| 30D | -4.2% | +13.8% | -17.9% | -8.0% |
| 3M | -5.9% | +14.8% | -20.8% | -10.6% |
| 6M | +2.8% | +47.4% | -44.6% | -10.7% |
| YTD | +16.6% | +14.2% | +2.4% | +7.3% |
| 1Y | +22.1% | +26.6% | -4.5% | +8.6% |
| 3Y | +64.7% | -24.4% | +89.1% | +69.4% |
| 5Y | +76.6% | -22.6% | +99.2% | +79.2% |
| 10Y | +443.9% | +130.0% | +313.9% | +300.5% |
| All | +9,337.6% | +10,290.2% | -952.6% | +3,401.1% |
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 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