+420.4%
FIX vs AME
+58.2%
+362.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -5.9% | -5.6% | -4.5% |
| 7D | -27.2% | -11.4% | -15.8% | -15.0% |
| 30D | -46.9% | -12.1% | -34.8% | -37.3% |
| 3M | -44.4% | -12.3% | -32.1% | -34.0% |
| 6M | -50.9% | -4.6% | -46.3% | -46.3% |
| YTD | +3.5% | +9.1% | -5.6% | 0.0% |
| 1Y | -2.1% | +13.3% | -15.4% | -8.6% |
| All | +420.4% | +58.2% | +362.2% | +246.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling