-83.2%
FIG vs AMT
-2.9%
-80.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.6% |
| 7D | +3.4% | +1.5% | +1.9% | +3.1% |
| 30D | -9.5% | +6.8% | -16.3% | -10.5% |
| 3M | -26.2% | +11.2% | -37.4% | -27.6% |
| 6M | +2.7% | +12.5% | -9.8% | +0.3% |
| YTD | -48.0% | +12.5% | -60.5% | -50.0% |
| 1Y | -52.0% | +10.1% | -62.2% | -54.0% |
| All | -83.2% | -2.9% | -80.3% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling