-84.0%
FIG vs AMT
-1.7%
-82.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.4% | -16.2% | -16.6% |
| 7D | -17.4% | +4.4% | -21.7% | -18.0% |
| 30D | -15.9% | +17.7% | -33.6% | -18.3% |
| 3M | -34.5% | +16.7% | -51.2% | -36.3% |
| 6M | -5.0% | +11.1% | -16.2% | -7.6% |
| YTD | -50.7% | +13.9% | -64.5% | -52.7% |
| 1Y | -58.1% | +12.5% | -70.6% | -59.8% |
| All | -84.0% | -1.7% | -82.3% | -84.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling