+289.3%
FN vs AME
+82.5%
+206.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +1.6% |
| 7D | -1.7% | +0.6% | -2.3% | -2.3% |
| 30D | -22.0% | -6.7% | -15.3% | -15.7% |
| 3M | -43.0% | +4.1% | -47.1% | -44.4% |
| 6M | -27.7% | +1.6% | -29.3% | -27.4% |
| YTD | -10.5% | +16.1% | -26.7% | -21.3% |
| 1Y | +12.5% | +27.3% | -14.8% | -9.6% |
| 3Y | +153.8% | +50.9% | +102.9% | +72.1% |
| All | +289.3% | +82.5% | +206.8% | +112.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling