+323.5%
FDS vs AMBA
+722.2%
-398.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.4% | +8.9% | +0.4% |
| 7D | +6.4% | -14.6% | +21.0% | +7.9% |
| 30D | +25.2% | -18.8% | +44.0% | +27.3% |
| 3M | +22.9% | -32.6% | +55.5% | +27.0% |
| 6M | +56.5% | -25.8% | +82.3% | +56.8% |
| YTD | +19.0% | -22.1% | +41.1% | +17.8% |
| 1Y | +32.7% | -36.2% | +68.9% | +33.7% |
| 3Y | -20.4% | +10.0% | -30.4% | -27.6% |
| 5Y | -19.6% | -71.6% | +52.0% | -18.4% |
| 10Y | +148.5% | -4.7% | +153.2% | +103.5% |
| All | +323.5% | +722.2% | -398.7% | +176.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling