-90.5%
AMIX vs FIGR
-34.3%
-56.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +7.9% | +3.9% | +9.9% |
| 7D | +1.2% | +12.5% | -11.3% | -1.7% |
| 30D | -45.3% | -14.1% | -31.3% | -43.5% |
| 3M | -83.1% | -14.3% | -68.7% | -82.4% |
| 6M | -76.9% | -34.8% | -42.0% | -75.5% |
| YTD | -85.3% | -40.0% | -45.3% | -87.0% |
| All | -90.5% | -34.3% | -56.2% | -92.4% |
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