+14.4%
FIX vs AME
+21.1%
-6.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -4.6% | -10.5% | -7.6% |
| 7D | -18.9% | -4.4% | -14.5% | -11.9% |
| 30D | -36.3% | -5.9% | -30.4% | -28.9% |
| 3M | -38.5% | -6.5% | -32.0% | -30.5% |
| 6M | -42.3% | +3.2% | -45.5% | -43.2% |
| YTD | +17.1% | +16.0% | +1.1% | -4.7% |
| 1Y | +14.4% | +20.4% | -6.0% | -11.6% |
| All | +14.4% | +21.1% | -6.7% | -11.6% |
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