-83.7%
FIG vs AMC
+7.5%
-91.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +1.7% |
| 7D | -13.1% | +2.6% | -15.7% | -13.0% |
| 30D | -13.0% | +9.0% | -22.0% | -13.7% |
| 3M | -21.5% | +22.2% | -43.7% | -24.0% |
| 6M | -2.5% | +91.5% | -94.0% | -13.5% |
| YTD | -49.7% | +101.3% | -150.9% | -56.6% |
| 1Y | -59.1% | +20.8% | -79.9% | -60.5% |
| All | -83.7% | +7.5% | -91.2% | -84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling