-92.4%
AMIX vs FIGR
-35.2%
-57.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -4.8% | +13.6% | +9.9% |
| 7D | +11.4% | +5.6% | +5.8% | +9.9% |
| 30D | -40.5% | -18.2% | -22.3% | -38.0% |
| 3M | -80.1% | -19.0% | -61.1% | -79.2% |
| 6M | -74.8% | -38.0% | -36.9% | -73.1% |
| YTD | -84.0% | -42.9% | -41.1% | -84.2% |
| 1Y | -89.7% | -37.9% | -51.8% | -90.0% |
| All | -92.4% | -35.2% | -57.2% | -92.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling