-80.8%
FIG vs AMRZ
-19.8%
-61.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | -12.2% | -8.1% | -4.1% | -11.3% |
| 30D | -11.0% | -14.8% | +3.9% | -9.3% |
| 3M | +11.9% | -19.7% | +31.6% | +13.9% |
| 6M | -21.9% | -30.8% | +8.9% | -17.6% |
| YTD | -40.8% | -24.3% | -16.5% | -40.5% |
| 1Y | -56.6% | -24.0% | -32.6% | -58.2% |
| All | -80.8% | -19.8% | -61.0% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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