+443.0%
AME vs SFM
+132.6%
+310.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +1.2% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -6.7% | -4.4% | -2.3% | -6.3% |
| 3M | +4.1% | +1.5% | +2.6% | +3.5% |
| 6M | +1.6% | +6.5% | -4.9% | 0.0% |
| YTD | +16.1% | +2.2% | +14.0% | +14.7% |
| 1Y | +27.3% | -41.9% | +69.2% | +34.4% |
| 3Y | +50.9% | +106.8% | -55.9% | +31.0% |
| 5Y | +81.4% | +231.6% | -150.2% | +44.5% |
| 10Y | +417.0% | +258.4% | +158.5% | +290.0% |
| All | +443.0% | +132.6% | +310.5% | +327.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling