+58.0%
AME vs FND
-49.7%
+107.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.8% |
| 7D | +2.8% | +0.4% | +2.4% | +2.7% |
| 30D | -6.3% | -23.6% | +17.3% | -1.8% |
| 3M | +5.4% | +4.3% | +1.1% | +4.0% |
| 6M | +7.4% | -20.3% | +27.7% | +10.7% |
| YTD | +16.2% | -21.3% | +37.5% | +19.4% |
| 1Y | +26.8% | -45.4% | +72.2% | +39.0% |
| All | +58.0% | -49.7% | +107.6% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling