+86.4%
AME vs FND
-61.0%
+147.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +1.0% |
| 7D | +2.8% | +0.4% | +2.4% | +2.7% |
| 30D | -6.3% | -23.6% | +17.3% | -1.1% |
| 3M | +5.4% | +4.3% | +1.1% | +3.7% |
| 6M | +7.4% | -20.3% | +27.7% | +11.2% |
| YTD | +16.2% | -21.3% | +37.5% | +20.0% |
| 1Y | +26.8% | -45.4% | +72.2% | +41.1% |
| 3Y | +57.5% | -48.9% | +106.4% | +70.6% |
| All | +86.4% | -61.0% | +147.4% | +101.6% |
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