-24.4%
AMBA vs FIGR
-0.1%
-24.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -11.0% | -0.2% | -10.7% | -11.1% |
| 30D | -23.2% | +25.2% | -48.3% | -27.7% |
| 3M | -12.7% | +14.8% | -27.5% | -16.4% |
| 6M | +11.2% | +17.9% | -6.7% | +4.5% |
| YTD | -11.2% | -11.9% | +0.7% | -13.7% |
| All | -24.4% | -0.1% | -24.2% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling