+804.7%
FN vs AME
+437.3%
+367.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.6% | +5.3% | +5.4% |
| 7D | +8.0% | +1.1% | +6.9% | +8.0% |
| 30D | -19.1% | -4.1% | -15.1% | -15.0% |
| 3M | -29.8% | -6.3% | -23.5% | -24.5% |
| 6M | -43.2% | +3.5% | -46.7% | -43.0% |
| YTD | -18.9% | +17.3% | -36.2% | -25.5% |
| 1Y | -17.9% | +22.0% | -39.9% | -26.5% |
| 3Y | +120.1% | +62.0% | +58.1% | +61.1% |
| 5Y | +206.7% | +78.5% | +128.2% | +110.2% |
| 10Y | +804.7% | +441.6% | +363.0% | +320.5% |
| All | +804.7% | +437.3% | +367.3% | +320.5% |
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