-83.6%
FIG vs AMC
+17.1%
-100.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.0% |
| 7D | -14.3% | -2.8% | -11.4% | -13.7% |
| 30D | -13.6% | +14.0% | -27.6% | -15.1% |
| 3M | -23.7% | +42.5% | -66.2% | -27.9% |
| 6M | -5.4% | +142.6% | -147.9% | -18.9% |
| YTD | -49.2% | +119.2% | -168.5% | -56.9% |
| 1Y | -57.4% | +40.7% | -98.1% | -59.9% |
| All | -83.6% | +17.1% | -100.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling