-56.6%
FIG vs AMT
-6.1%
-50.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.1% | -5.6% | -5.7% |
| 7D | -16.4% | -0.2% | -16.2% | -16.3% |
| 30D | -2.3% | +1.8% | -4.2% | -2.6% |
| 3M | +7.8% | -6.2% | +14.0% | +6.2% |
| 6M | -21.8% | -5.0% | -16.9% | -24.4% |
| YTD | -39.1% | +2.1% | -41.2% | -40.1% |
| 1Y | -56.6% | -5.7% | -50.9% | -58.5% |
| All | -56.6% | -6.1% | -50.5% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 1y: compounded portfolio wealth divided by compounded AMT 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…
1y analysis · Full analysis span regression · 6 months rolling