+1,027.6%
FIX vs AME
+77.7%
+949.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.9% |
| 7D | +9.4% | +5.9% | +3.6% | +2.9% |
| 30D | -27.8% | -1.9% | -25.9% | -25.0% |
| 3M | -35.6% | -5.4% | -30.2% | -30.3% |
| 6M | -45.2% | +4.9% | -50.2% | -46.2% |
| YTD | +19.5% | +18.5% | +1.0% | +5.0% |
| 1Y | +24.2% | +25.5% | -1.2% | +3.4% |
| 3Y | +494.2% | +63.0% | +431.1% | +281.8% |
| All | +1,027.6% | +77.7% | +949.9% | +542.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling