+506.7%
FIX vs AME
+63.1%
+443.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.2% | +5.2% | +4.3% |
| 7D | -7.2% | -1.5% | -5.7% | -4.2% |
| 30D | -35.1% | -4.2% | -31.0% | -30.6% |
| 3M | -34.3% | -5.9% | -28.3% | -28.0% |
| 6M | -42.9% | +2.8% | -45.7% | -42.7% |
| YTD | +19.5% | +16.6% | +2.9% | +6.7% |
| 1Y | +16.8% | +22.1% | -5.3% | 0.0% |
| 3Y | +506.7% | +64.7% | +442.0% | +272.3% |
| All | +506.7% | +63.1% | +443.6% | +272.3% |
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