+25.7%
FANG vs AMBA
+22.2%
+3.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | -7.4% | -2.6% | -4.8% | -7.2% |
| 30D | -7.3% | -10.5% | +3.2% | -6.5% |
| 3M | -10.0% | -26.4% | +16.4% | -7.8% |
| 6M | -4.6% | -20.9% | +16.3% | -4.6% |
| YTD | +20.5% | -14.8% | +35.3% | +18.5% |
| 1Y | +26.0% | -36.1% | +62.1% | +28.9% |
| All | +25.7% | +22.2% | +3.5% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling