-25.7%
FN vs AME
+21.1%
-46.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -4.6% | -1.3% | +1.4% |
| 7D | -7.0% | -4.4% | -2.5% | +0.2% |
| 30D | -24.7% | -5.9% | -18.8% | -16.6% |
| 3M | -35.7% | -6.5% | -29.1% | -27.3% |
| 6M | -52.4% | +3.2% | -55.6% | -52.6% |
| YTD | -25.0% | +16.0% | -41.0% | -41.8% |
| 1Y | -25.7% | +20.4% | -46.1% | -45.8% |
| All | -25.7% | +21.1% | -46.8% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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