+291.4%
AMDL vs FIGR
-36.9%
+328.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +8.7% | +13.5% | +18.4% |
| 7D | -26.2% | +5.3% | -31.5% | -26.2% |
| 30D | -57.1% | -17.9% | -39.2% | -52.5% |
| 3M | -29.8% | -20.5% | -9.3% | -23.3% |
| 6M | -22.2% | -40.2% | +18.0% | -5.8% |
| YTD | +142.1% | -44.4% | +186.5% | +157.6% |
| 1Y | +85.8% | -36.3% | +122.2% | +78.4% |
| All | +291.4% | -36.9% | +328.2% | +261.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling