-80.9%
FIG vs AMRZ
-18.8%
-62.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -0.9% | -3.0% |
| 7D | -14.5% | -4.7% | -9.8% | -13.9% |
| 30D | -13.3% | -11.3% | -2.0% | -12.1% |
| 3M | +7.4% | -22.1% | +29.5% | +9.9% |
| 6M | -27.8% | -29.6% | +1.8% | -24.1% |
| YTD | -41.1% | -23.3% | -17.8% | -40.9% |
| 1Y | -58.7% | -23.7% | -35.0% | -60.1% |
| All | -80.9% | -18.8% | -62.2% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling