+182.5%
FANG vs AMBA
+8.8%
+173.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.7% | +1.6% |
| 7D | +1.2% | +7.1% | -5.9% | -0.2% |
| 30D | +2.4% | -18.1% | +20.5% | +6.2% |
| 3M | +5.1% | +8.4% | -3.3% | +0.4% |
| 6M | +16.4% | +25.7% | -9.3% | +5.7% |
| YTD | +39.0% | -4.2% | +43.2% | +32.4% |
| 1Y | +50.6% | -18.7% | +69.3% | +46.4% |
| 3Y | +46.9% | +13.3% | +33.6% | +23.5% |
| 5Y | +238.2% | -54.2% | +292.5% | +215.8% |
| All | +182.5% | +8.8% | +173.7% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling