+136.1%
FDS vs AMBA
-0.9%
+137.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.1% | -9.8% | -4.3% |
| 7D | -0.5% | -7.2% | +6.7% | +0.1% |
| 30D | +20.2% | -10.4% | +30.6% | +21.2% |
| 3M | +19.9% | -30.1% | +50.0% | +23.5% |
| 6M | +56.2% | -22.4% | +78.6% | +55.7% |
| YTD | +14.6% | -17.3% | +31.9% | +12.5% |
| 1Y | +31.6% | -35.4% | +67.0% | +32.6% |
| 3Y | -23.8% | +18.6% | -42.4% | -32.4% |
| 5Y | -22.6% | -69.8% | +47.3% | -21.7% |
| All | +136.1% | -0.9% | +137.0% | +75.8% |
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