-79.1%
FIG vs AME
+32.2%
-111.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -3.8% |
| 7D | -16.3% | +0.6% | -16.9% | -16.1% |
| 30D | -14.3% | -6.7% | -7.6% | -16.6% |
| 3M | +7.2% | +4.1% | +3.1% | +9.1% |
| 6M | -18.6% | +1.6% | -20.2% | -17.7% |
| YTD | -35.5% | +16.1% | -51.6% | -36.7% |
| 1Y | -55.8% | +27.3% | -83.1% | -58.1% |
| All | -79.1% | +32.2% | -111.3% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling