-25.7%
AMBA vs FGI
+38.7%
-64.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.0% | +3.3% | -1.6% |
| 7D | -8.1% | +3.3% | -11.4% | -8.2% |
| 30D | -10.8% | -2.0% | -8.7% | -10.7% |
| 3M | -25.9% | +60.3% | -86.2% | -27.6% |
| 6M | -13.9% | +0.7% | -14.6% | -14.3% |
| YTD | -14.0% | +30.2% | -44.2% | -17.3% |
| 1Y | -25.7% | +44.4% | -70.0% | -27.6% |
| All | -25.7% | +38.7% | -64.4% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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