-27.7%
AMBA vs FIGR
-29.9%
+2.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.2% | -1.2% |
| 7D | +2.7% | +11.0% | -8.3% | +0.3% |
| 30D | -2.2% | +0.7% | -2.9% | -2.7% |
| 3M | -26.6% | -20.9% | -5.8% | -24.5% |
| 6M | -26.8% | -37.7% | +11.0% | -22.1% |
| YTD | -15.1% | -38.2% | +23.1% | -12.1% |
| 1Y | -32.3% | -27.1% | -5.2% | -32.4% |
| All | -27.7% | -29.9% | +2.3% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling