+65.5%
FDX vs AMBA
+16.7%
+48.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.1% | -8.9% | -3.4% |
| 7D | -1.6% | -7.2% | +5.6% | -0.9% |
| 30D | +6.6% | -10.4% | +17.0% | +7.7% |
| 3M | -2.1% | -30.1% | +28.1% | +1.6% |
| 6M | +2.2% | -22.4% | +24.6% | +2.2% |
| YTD | +33.9% | -17.3% | +51.3% | +31.2% |
| 1Y | +50.2% | -35.4% | +85.6% | +52.5% |
| 3Y | +65.5% | +18.6% | +46.9% | +41.0% |
| All | +65.5% | +16.7% | +48.8% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling