-80.3%
FIG vs AME
+32.2%
-112.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.7% | -5.7% |
| 7D | -16.4% | +2.8% | -19.1% | -15.4% |
| 30D | -2.3% | -6.3% | +3.9% | -4.7% |
| 3M | +7.8% | +5.4% | +2.4% | +10.2% |
| 6M | -21.8% | +7.4% | -29.3% | -20.9% |
| YTD | -39.1% | +16.2% | -55.3% | -40.3% |
| 1Y | -56.6% | +26.8% | -83.5% | -59.3% |
| All | -80.3% | +32.2% | -112.5% | -80.5% |
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