+50.2%
FDX vs AMBA
-32.7%
+82.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.1% | -8.9% | -2.8% |
| 7D | -1.6% | -7.2% | +5.6% | -1.5% |
| 30D | +6.6% | -10.4% | +17.0% | +6.8% |
| 3M | -2.1% | -30.1% | +28.1% | -1.3% |
| 6M | +2.2% | -22.4% | +24.6% | +1.7% |
| YTD | +33.9% | -17.3% | +51.3% | +31.3% |
| 1Y | +50.2% | -35.4% | +85.6% | +46.9% |
| All | +50.2% | -32.7% | +82.9% | +46.9% |
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