+79.0%
FDX vs AMBA
-72.1%
+151.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.4% | +5.6% | -2.5% |
| 7D | +2.9% | -14.6% | +17.5% | +5.2% |
| 30D | +9.6% | -18.8% | +28.4% | +12.7% |
| 3M | +2.4% | -32.6% | +35.0% | +7.8% |
| 6M | +9.2% | -25.8% | +35.0% | +10.2% |
| YTD | +37.7% | -22.1% | +59.8% | +36.3% |
| 1Y | +56.1% | -36.2% | +92.3% | +59.0% |
| 3Y | +68.9% | +10.0% | +59.0% | +46.6% |
| 5Y | +79.0% | -71.6% | +150.5% | +73.2% |
| All | +79.0% | -72.1% | +151.0% | +73.2% |
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