-19.6%
FDS vs AMBA
-72.1%
+52.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.4% | +8.9% | +0.1% |
| 7D | +6.4% | -14.6% | +21.0% | +7.4% |
| 30D | +25.2% | -18.8% | +44.0% | +26.6% |
| 3M | +22.9% | -32.6% | +55.5% | +25.7% |
| 6M | +56.5% | -25.8% | +82.3% | +56.3% |
| YTD | +19.0% | -22.1% | +41.1% | +17.4% |
| 1Y | +32.7% | -36.2% | +68.9% | +33.2% |
| 3Y | -20.4% | +10.0% | -30.4% | -28.4% |
| 5Y | -19.6% | -71.6% | +52.0% | -20.8% |
| All | -19.6% | -72.1% | +52.5% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling