+1,944.3%
AME vs SPXS
-100.0%
+2,044.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +2.0% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -6.7% | +0.8% | -7.5% | -6.3% |
| 3M | +4.1% | -4.7% | +8.8% | +3.3% |
| 6M | +1.6% | -29.6% | +31.2% | -8.4% |
| YTD | +16.1% | -29.8% | +46.0% | +5.1% |
| 1Y | +27.3% | -38.9% | +66.3% | +10.4% |
| 3Y | +50.9% | -79.6% | +130.5% | -2.7% |
| 5Y | +81.4% | -85.9% | +167.3% | +19.3% |
| 10Y | +417.0% | -99.5% | +516.5% | +43.5% |
| All | +1,944.3% | -100.0% | +2,044.3% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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