+425.3%
FDX vs AMBA
+722.2%
-296.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.4% | +5.6% | -2.4% |
| 7D | +2.9% | -14.6% | +17.5% | +5.3% |
| 30D | +9.6% | -18.8% | +28.4% | +12.8% |
| 3M | +2.4% | -32.6% | +35.0% | +7.9% |
| 6M | +9.2% | -25.8% | +35.0% | +10.4% |
| YTD | +37.7% | -22.1% | +59.8% | +36.9% |
| 1Y | +56.1% | -36.2% | +92.3% | +59.3% |
| 3Y | +68.9% | +10.0% | +59.0% | +50.5% |
| 5Y | +79.0% | -71.6% | +150.5% | +85.5% |
| 10Y | +163.9% | -4.7% | +168.6% | +108.7% |
| All | +425.3% | +722.2% | -296.9% | +234.7% |
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