+341.3%
AME vs FND
+66.0%
+275.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.1% |
| 7D | +0.6% | -5.2% | +5.8% | +1.8% |
| 30D | -6.7% | -19.9% | +13.2% | -1.9% |
| 3M | +4.1% | +2.7% | +1.4% | +2.6% |
| 6M | +1.6% | -21.7% | +23.3% | +6.2% |
| YTD | +16.1% | -17.5% | +33.7% | +19.2% |
| 1Y | +27.3% | -39.3% | +66.6% | +40.0% |
| 3Y | +50.9% | -49.8% | +100.6% | +66.9% |
| 5Y | +81.4% | -60.1% | +141.5% | +102.5% |
| All | +341.3% | +66.0% | +275.3% | +236.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling