+81.3%
FN vs AME
+58.2%
+23.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -5.9% | -8.3% | -7.2% |
| 7D | -16.0% | -11.4% | -4.5% | -2.2% |
| 30D | -40.1% | -12.1% | -28.0% | -29.5% |
| 3M | -43.9% | -12.3% | -31.6% | -33.4% |
| 6M | -55.6% | -4.6% | -51.0% | -51.2% |
| YTD | -35.7% | +9.1% | -44.8% | -37.9% |
| 1Y | -39.8% | +13.3% | -53.1% | -43.7% |
| All | +81.3% | +58.2% | +23.1% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling