+114.4%
FE vs AMBA
-7.1%
+121.4%
-47.7%
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% | -0.5% |
| 7D | +1.9% | -11.0% | +12.9% | +2.6% |
| 30D | -1.2% | -23.2% | +22.0% | +0.3% |
| 3M | +3.5% | -12.7% | +16.2% | +3.4% |
| 6M | -6.1% | +11.2% | -17.3% | -8.2% |
| YTD | +7.6% | -11.2% | +18.8% | +6.6% |
| 1Y | +11.9% | -22.5% | +34.5% | +11.3% |
| 3Y | +48.4% | -1.3% | +49.7% | +41.2% |
| 5Y | +44.8% | -54.2% | +99.0% | +40.5% |
| All | +114.4% | -7.1% | +121.4% | +79.5% |
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