+24.2%
FDS vs AMBA
-35.5%
+59.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.3% | -1.2% |
| 7D | -2.6% | +10.7% | -13.2% | -1.6% |
| 30D | +14.1% | -5.0% | +19.1% | +13.7% |
| 3M | +19.8% | -26.9% | +46.7% | +17.3% |
| 6M | +55.0% | -21.9% | +76.9% | +54.2% |
| YTD | +15.9% | -13.8% | +29.7% | +13.8% |
| 1Y | +24.2% | -36.1% | +60.3% | +21.8% |
| All | +24.2% | -35.5% | +59.7% | +21.8% |
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 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