+25.8%
AME vs FND
-45.8%
+71.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.6% |
| 7D | 0.0% | -5.1% | +5.1% | +0.8% |
| 30D | -8.6% | -22.5% | +13.9% | -5.0% |
| 3M | +5.8% | -5.0% | +10.8% | +6.2% |
| 6M | +3.8% | -21.5% | +25.4% | +6.4% |
| YTD | +14.4% | -23.0% | +37.5% | +17.4% |
| 1Y | +25.8% | -44.9% | +70.7% | +34.7% |
| All | +25.8% | -45.8% | +71.6% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling