+184.5%
FDX vs AMBA
-7.1%
+191.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -2.5% | -11.0% | +8.4% | -0.5% |
| 30D | +3.8% | -23.2% | +27.0% | +8.6% |
| 3M | -1.3% | -12.7% | +11.4% | -1.5% |
| 6M | +5.0% | +11.2% | -6.2% | -1.4% |
| YTD | +39.6% | -11.2% | +50.9% | +36.0% |
| 1Y | +81.1% | -22.5% | +103.7% | +78.9% |
| 3Y | +63.0% | -1.3% | +64.4% | +44.7% |
| 5Y | +65.6% | -54.2% | +119.8% | +56.4% |
| All | +184.5% | -7.1% | +191.6% | +90.8% |
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