-83.2%
FIG vs AMC
+16.4%
-99.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.3% | -5.1% | +1.7% |
| 7D | -12.6% | +6.6% | -19.2% | -13.2% |
| 30D | -13.8% | +14.1% | -27.9% | -15.2% |
| 3M | -16.7% | +31.3% | -48.0% | -20.4% |
| 6M | -6.1% | +126.7% | -132.8% | -18.8% |
| YTD | -48.1% | +117.9% | -166.0% | -55.9% |
| 1Y | -56.2% | +41.1% | -97.2% | -58.8% |
| All | -83.2% | +16.4% | -99.6% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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