+3,689.8%
FN vs AME
+1,338.0%
+2,351.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.0% |
| 7D | -1.7% | +0.6% | -2.3% | -2.1% |
| 30D | -22.0% | -6.7% | -15.3% | -17.4% |
| 3M | -43.0% | +4.1% | -47.1% | -44.1% |
| 6M | -27.7% | +1.6% | -29.3% | -27.3% |
| YTD | -10.5% | +16.1% | -26.7% | -18.4% |
| 1Y | +12.5% | +27.3% | -14.8% | -4.3% |
| 3Y | +153.8% | +50.9% | +102.9% | +92.7% |
| 5Y | +288.0% | +81.4% | +206.6% | +160.5% |
| 10Y | +906.4% | +417.0% | +489.5% | +216.3% |
| All | +3,689.8% | +1,338.0% | +2,351.8% | +566.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling