-83.6%
FIG vs AME
+33.5%
-117.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +2.0% |
| 7D | -14.3% | +1.1% | -15.4% | -14.5% |
| 30D | -13.6% | -4.1% | -9.5% | -15.3% |
| 3M | -23.7% | -6.3% | -17.4% | -25.9% |
| 6M | -5.4% | +3.5% | -8.9% | -3.8% |
| YTD | -49.2% | +17.3% | -66.5% | -50.3% |
| 1Y | -57.4% | +22.0% | -79.4% | -58.9% |
| All | -83.6% | +33.5% | -117.0% | -83.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling