+1,397.3%
FANG vs AMBA
+939.5%
+457.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.7% |
| 7D | +0.8% | -11.0% | +11.7% | +2.9% |
| 30D | +7.6% | -23.2% | +30.8% | +12.5% |
| 3M | -1.3% | -12.7% | +11.4% | -1.4% |
| 6M | +14.7% | +11.2% | +3.5% | +7.7% |
| YTD | +34.8% | -11.2% | +46.0% | +31.1% |
| 1Y | +42.9% | -22.5% | +65.5% | +40.6% |
| 3Y | +43.8% | -1.3% | +45.1% | +27.4% |
| 5Y | +225.8% | -54.2% | +280.0% | +207.3% |
| 10Y | +171.9% | -6.1% | +178.0% | +101.9% |
| All | +1,397.3% | +939.5% | +457.8% | +673.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling