-79.9%
FIG vs AMCR
-3.8%
-76.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.6% | +6.4% | +4.8% |
| 7D | -3.8% | -6.3% | +2.5% | -3.8% |
| 30D | -2.3% | -7.8% | +5.5% | -2.3% |
| 3M | +20.0% | +7.5% | +12.4% | +21.6% |
| 6M | -16.7% | +2.7% | -19.4% | -14.4% |
| YTD | -37.9% | +6.0% | -44.0% | -37.5% |
| 1Y | -58.5% | +7.8% | -66.3% | -58.2% |
| All | -79.9% | -3.8% | -76.1% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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