+3,553.2%
FIX vs AME
+444.5%
+3,108.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.8% |
| 7D | +9.4% | +5.9% | +3.6% | +3.8% |
| 30D | -27.8% | -1.9% | -25.9% | -25.3% |
| 3M | -35.6% | -5.4% | -30.2% | -30.8% |
| 6M | -45.2% | +4.9% | -50.2% | -46.0% |
| YTD | +19.5% | +18.5% | +1.0% | +6.5% |
| 1Y | +24.2% | +25.5% | -1.2% | +5.4% |
| 3Y | +494.2% | +63.0% | +431.1% | +300.4% |
| 5Y | +1,036.1% | +78.3% | +957.8% | +607.3% |
| All | +3,553.2% | +444.5% | +3,108.7% | +1,051.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling