-83.6%
FIG vs AMC
+14.4%
-98.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | +0.1% |
| 7D | +2.6% | +8.4% | -5.8% | +1.1% |
| 30D | -13.1% | +9.2% | -22.2% | -13.9% |
| 3M | -20.3% | +32.0% | -52.4% | -23.8% |
| 6M | -2.1% | +149.3% | -151.4% | -16.4% |
| YTD | -49.4% | +114.1% | -163.5% | -56.8% |
| 1Y | -57.0% | +35.8% | -92.8% | -59.3% |
| All | -83.6% | +14.4% | -98.0% | -84.5% |
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