+78.5%
AME vs FND
-63.9%
+142.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.7% | +0.9% |
| 7D | +5.9% | -6.8% | +12.7% | +7.3% |
| 30D | -1.9% | +8.0% | -9.9% | -3.8% |
| 3M | -5.4% | -18.9% | +13.6% | -1.8% |
| 6M | +4.9% | +4.7% | +0.2% | +2.5% |
| YTD | +18.5% | -21.6% | +40.0% | +21.9% |
| 1Y | +25.5% | -22.0% | +47.5% | +29.1% |
| 3Y | +63.0% | -40.4% | +103.5% | +69.8% |
| All | +78.5% | -63.9% | +142.4% | +99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling