-36.1%
AMBA vs FIGR
-37.5%
+1.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.7% | -1.0% |
| 7D | -2.6% | +5.6% | -8.3% | -3.7% |
| 30D | -10.5% | -18.2% | +7.7% | -7.1% |
| 3M | -26.4% | -19.0% | -7.4% | -24.9% |
| 6M | -20.9% | -38.0% | +17.1% | -15.9% |
| YTD | -14.8% | -42.9% | +28.1% | -9.5% |
| 1Y | -36.1% | -37.9% | +1.9% | -32.0% |
| All | -36.1% | -37.5% | +1.4% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling