+130.2%
FDS vs AMBA
+7.9%
+122.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.8% | +2.4% |
| 7D | -2.1% | +2.6% | -4.7% | -2.5% |
| 30D | +16.0% | -3.6% | +19.6% | +16.2% |
| 3M | +18.8% | -24.6% | +43.4% | +21.5% |
| 6M | +54.1% | -21.6% | +75.7% | +53.8% |
| YTD | +17.0% | -11.8% | +28.8% | +14.2% |
| 1Y | +25.5% | -33.2% | +58.7% | +26.3% |
| 3Y | -23.3% | +24.5% | -47.8% | -32.2% |
| 5Y | -22.6% | -67.7% | +45.0% | -22.2% |
| 10Y | +130.2% | +4.7% | +125.5% | +70.1% |
| All | +130.2% | +7.9% | +122.3% | +70.1% |
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