-93.9%
AMIX vs FIGR
-32.8%
-61.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | +3.6% | -23.6% | -20.8% |
| 7D | -8.1% | +5.1% | -13.2% | -9.4% |
| 30D | -52.3% | -15.0% | -37.3% | -50.8% |
| 3M | -83.8% | -13.1% | -70.7% | -83.3% |
| 6M | -79.0% | -37.9% | -41.0% | -77.7% |
| YTD | -87.2% | -40.8% | -46.4% | -87.5% |
| 1Y | -91.7% | -33.1% | -58.6% | -92.0% |
| All | -93.9% | -32.8% | -61.1% | -93.8% |
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