+104.2%
FE vs AMBA
-0.9%
+105.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.1% | -6.6% | -0.8% |
| 7D | 0.0% | -7.2% | +7.2% | +0.3% |
| 30D | +5.2% | -10.4% | +15.6% | +5.7% |
| 3M | 0.0% | -30.1% | +30.1% | +1.8% |
| 6M | +5.0% | -22.4% | +27.5% | +5.1% |
| YTD | +7.9% | -17.3% | +25.2% | +7.1% |
| 1Y | +6.3% | -35.4% | +41.7% | +7.1% |
| 3Y | +46.0% | +18.6% | +27.4% | +36.3% |
| 5Y | +45.6% | -69.8% | +115.5% | +47.7% |
| All | +104.2% | -0.9% | +105.1% | +67.0% |
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 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