+7,433.0%
FIX vs AME
+7,871.4%
-438.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -5.9% | -5.6% | -7.8% |
| 7D | -27.2% | -11.4% | -15.8% | -20.8% |
| 30D | -46.9% | -12.1% | -34.8% | -41.8% |
| 3M | -44.4% | -12.3% | -32.1% | -38.8% |
| 6M | -50.9% | -4.6% | -46.3% | -48.3% |
| YTD | +3.5% | +9.1% | -5.6% | +1.3% |
| 1Y | -2.1% | +13.3% | -15.4% | -6.2% |
| 3Y | +418.7% | +58.2% | +360.6% | +310.9% |
| 5Y | +894.6% | +63.4% | +831.1% | +679.2% |
| 10Y | +3,465.5% | +436.7% | +3,028.8% | +1,401.6% |
| All | +7,433.0% | +7,871.4% | -438.4% | +1,097.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling