+423.1%
AME vs SFM
+40.3%
+382.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.8% | +7.4% | +3.0% |
| 7D | -5.2% | -1.2% | -4.0% | -5.2% |
| 30D | -8.0% | -24.8% | +16.7% | -5.9% |
| 3M | -8.9% | -43.7% | +34.8% | -3.9% |
| 6M | -5.0% | -37.3% | +32.3% | -1.4% |
| YTD | +11.9% | -38.4% | +50.3% | +15.7% |
| 1Y | +16.6% | -36.9% | +53.6% | +20.2% |
| 3Y | +62.5% | +20.7% | +41.8% | +48.6% |
| 5Y | +67.6% | +103.5% | -35.9% | +39.6% |
| 10Y | +450.4% | +139.7% | +310.6% | +330.9% |
| All | +423.1% | +40.3% | +382.8% | +331.0% |
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