-81.2%
AMIX vs FIGR
-0.1%
-81.0%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | -13.7% | -0.2% | -13.5% | -13.8% |
| 30D | -62.1% | +25.2% | -87.2% | -63.6% |
| 3M | -46.2% | +14.8% | -61.0% | -48.2% |
| 6M | -46.4% | +17.9% | -64.4% | -49.3% |
| YTD | -60.3% | -11.9% | -48.3% | -64.0% |
| All | -81.2% | -0.1% | -81.0% | -82.2% |
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 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