-23.3%
FDS vs AMBA
-68.7%
+45.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.3% | -0.8% |
| 7D | -2.6% | +10.7% | -13.2% | -3.2% |
| 30D | +14.1% | -5.0% | +19.1% | +14.3% |
| 3M | +19.8% | -26.9% | +46.7% | +21.9% |
| 6M | +55.0% | -21.9% | +76.9% | +54.6% |
| YTD | +15.9% | -13.8% | +29.7% | +13.7% |
| 1Y | +24.2% | -36.1% | +60.3% | +25.3% |
| 3Y | -24.0% | +21.6% | -45.7% | -32.1% |
| 5Y | -23.3% | -68.8% | +45.4% | -25.1% |
| All | -23.3% | -68.7% | +45.4% | -25.1% |
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 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