-25.4%
AMRZ vs FIGR
-29.9%
+4.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.2% |
| 7D | -2.1% | +11.0% | -13.1% | -2.3% |
| 30D | +13.0% | +0.7% | +12.3% | +12.8% |
| 3M | -12.1% | -20.9% | +8.8% | -11.9% |
| 6M | -19.1% | -37.7% | +18.6% | -19.2% |
| YTD | -23.3% | -38.2% | +15.0% | -23.4% |
| 1Y | -16.6% | -27.1% | +10.5% | -16.5% |
| All | -25.4% | -29.9% | +4.5% | -24.6% |
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