-16.8%
FDS vs AMBA
-20.7%
+3.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.6% |
| 7D | -1.9% | -11.0% | +9.1% | -2.8% |
| 30D | +9.0% | -23.2% | +32.2% | +6.9% |
| 3M | +18.9% | -12.7% | +31.6% | +18.8% |
| 6M | +35.1% | +11.2% | +23.9% | +32.7% |
| YTD | +5.5% | -11.2% | +16.7% | +3.8% |
| 1Y | -16.8% | -22.5% | +5.7% | -19.9% |
| All | -16.8% | -20.7% | +3.9% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling