-58.1%
FIG vs AMC
+43.0%
-101.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.8% | -5.7% | -4.3% |
| 7D | -11.4% | +5.5% | -16.9% | -11.9% |
| 30D | -17.2% | +16.1% | -33.3% | -18.7% |
| 3M | -26.6% | +43.0% | -69.6% | -30.5% |
| 6M | -9.8% | +130.7% | -140.5% | -21.5% |
| YTD | -50.1% | +121.8% | -171.9% | -57.0% |
| 1Y | -58.1% | +40.7% | -98.7% | -56.9% |
| All | -58.1% | +43.0% | -101.0% | -56.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling