+62.5%
AME vs SFM
+18.5%
+43.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.8% | +7.4% | +2.5% |
| 7D | -5.2% | -1.2% | -4.0% | -5.2% |
| 30D | -8.0% | -24.8% | +16.7% | -8.2% |
| 3M | -8.9% | -43.7% | +34.8% | -8.9% |
| 6M | -5.0% | -37.3% | +32.3% | -5.2% |
| YTD | +11.9% | -38.4% | +50.3% | +11.7% |
| 1Y | +16.6% | -36.9% | +53.6% | +16.3% |
| 3Y | +62.5% | +20.7% | +41.8% | +62.8% |
| All | +62.5% | +18.5% | +43.9% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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