-83.7%
FIG vs AME
+27.3%
-111.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +2.6% |
| 7D | -13.1% | -5.2% | -8.0% | -14.7% |
| 30D | -13.0% | -8.0% | -5.0% | -15.4% |
| 3M | -21.5% | -8.9% | -12.6% | -24.0% |
| 6M | -2.5% | -5.0% | +2.5% | -2.5% |
| YTD | -49.7% | +11.9% | -61.6% | -51.2% |
| 1Y | -59.1% | +16.6% | -75.7% | -60.9% |
| All | -83.7% | +27.3% | -111.0% | -84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling