+743.6%
FN vs AME
+442.8%
+300.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.5% | +9.1% | +9.6% |
| 7D | 0.0% | -5.2% | +5.1% | +5.4% |
| 30D | -34.3% | -8.0% | -26.3% | -28.7% |
| 3M | -39.9% | -8.9% | -31.0% | -33.9% |
| 6M | -51.8% | -5.0% | -46.8% | -48.3% |
| YTD | -28.1% | +11.9% | -40.0% | -31.5% |
| 1Y | -29.1% | +16.6% | -45.7% | -34.2% |
| 3Y | +102.4% | +62.5% | +40.0% | +48.8% |
| 5Y | +171.7% | +67.6% | +104.1% | +95.5% |
| All | +743.6% | +442.8% | +300.8% | +342.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling