+12,471.5%
FIX vs AME
+8,385.6%
+4,085.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.0% |
| 7D | +6.0% | +0.6% | +5.4% | +5.6% |
| 30D | -7.2% | -6.7% | -0.6% | -3.1% |
| 3M | -15.9% | +4.1% | -19.9% | -17.2% |
| 6M | +12.7% | +1.6% | +11.2% | +13.3% |
| YTD | +72.8% | +16.1% | +56.6% | +60.5% |
| 1Y | +122.9% | +27.3% | +95.6% | +95.1% |
| 3Y | +774.3% | +50.9% | +723.5% | +601.4% |
| 5Y | +2,049.5% | +81.4% | +1,968.1% | +1,462.2% |
| 10Y | +5,821.5% | +417.0% | +5,404.5% | +2,387.3% |
| All | +12,471.5% | +8,385.6% | +4,085.9% | +1,797.4% |
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