-24.8%
AMBA vs FIGR
-32.8%
+8.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.1% | +2.7% |
| 7D | +2.6% | +5.1% | -2.5% | +1.5% |
| 30D | -3.6% | -15.0% | +11.4% | -0.6% |
| 3M | -24.6% | -13.1% | -11.5% | -24.1% |
| 6M | -21.6% | -37.9% | +16.3% | -16.3% |
| YTD | -11.8% | -40.8% | +29.0% | -7.7% |
| 1Y | -33.2% | -33.1% | -0.1% | -31.8% |
| All | -24.8% | -32.8% | +8.0% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 10y: compounded portfolio wealth divided by compounded FIGR 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…
10y analysis · Full analysis span regression · 6 months rolling