-58.7%
FIG vs AME
+26.4%
-85.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.6% | -3.5% |
| 7D | -14.5% | +1.3% | -15.8% | -14.1% |
| 30D | -13.3% | -6.6% | -6.7% | -15.1% |
| 3M | +7.4% | +3.0% | +4.4% | +8.5% |
| 6M | -27.8% | +5.3% | -33.1% | -27.7% |
| YTD | -41.1% | +15.4% | -56.5% | -45.1% |
| 1Y | -58.7% | +26.8% | -85.5% | -63.1% |
| All | -58.7% | +26.4% | -85.1% | -63.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling