+24.2%
FIX vs AME
+24.0%
+0.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -2.1% |
| 7D | +9.4% | +5.9% | +3.6% | -0.1% |
| 30D | -27.8% | -1.9% | -25.9% | -24.2% |
| 3M | -35.6% | -5.4% | -30.2% | -28.3% |
| 6M | -45.2% | +4.9% | -50.2% | -47.2% |
| YTD | +19.5% | +18.5% | +1.0% | -3.4% |
| 1Y | +24.2% | +25.5% | -1.2% | -5.7% |
| All | +24.2% | +24.0% | +0.2% | -5.7% |
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