+25.8%
AME vs FIGR
-32.8%
+58.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.1% | +0.4% |
| 7D | +1.1% | +5.1% | -4.0% | +0.8% |
| 30D | -4.1% | -15.0% | +10.9% | -3.6% |
| 3M | -6.3% | -13.1% | +6.8% | -6.3% |
| 6M | +3.5% | -37.9% | +41.5% | +4.5% |
| YTD | +17.3% | -40.8% | +58.0% | +17.4% |
| 1Y | +22.0% | -33.1% | +55.1% | +22.0% |
| All | +25.8% | -32.8% | +58.6% | +25.2% |
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