-80.3%
FIG vs AMRZ
-16.8%
-63.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.3% | -1.4% | -5.2% |
| 7D | -16.4% | -2.0% | -14.4% | -16.1% |
| 30D | -2.3% | -9.8% | +7.5% | -1.1% |
| 3M | +7.8% | -17.2% | +25.0% | +9.4% |
| 6M | -21.8% | -26.9% | +5.1% | -18.5% |
| YTD | -39.1% | -21.5% | -17.7% | -39.1% |
| 1Y | -56.6% | -22.9% | -33.8% | -58.0% |
| All | -80.3% | -16.8% | -63.5% | -81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling