+448.7%
FIX vs AME
+62.2%
+386.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.5% | +2.9% | +2.4% |
| 7D | -17.5% | -5.2% | -12.3% | -10.9% |
| 30D | -41.6% | -8.0% | -33.5% | -34.5% |
| 3M | -40.6% | -8.9% | -31.7% | -32.5% |
| 6M | -49.4% | -5.0% | -44.4% | -44.6% |
| YTD | +9.2% | +11.9% | -2.7% | +2.3% |
| 1Y | +6.5% | +16.6% | -10.2% | -3.8% |
| 3Y | +448.7% | +62.5% | +386.3% | +254.9% |
| All | +448.7% | +62.2% | +386.5% | +254.9% |
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