-93.8%
AMIX vs FIGR
-36.9%
-56.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.7% | -8.7% | -1.9% |
| 7D | -16.0% | +5.3% | -21.3% | -17.1% |
| 30D | -55.4% | -17.9% | -37.5% | -53.6% |
| 3M | -87.5% | -20.5% | -67.0% | -86.9% |
| 6M | -81.2% | -40.2% | -41.0% | -79.8% |
| YTD | -86.8% | -44.4% | -42.5% | -87.0% |
| 1Y | -91.6% | -36.3% | -55.3% | -91.8% |
| All | -93.8% | -36.9% | -56.9% | -93.5% |
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