+46.1%
FE vs AMBA
-66.8%
+112.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | 0.0% |
| 7D | -0.4% | +2.6% | -3.0% | -0.5% |
| 30D | +3.6% | -3.6% | +7.2% | +3.6% |
| 3M | +0.3% | -24.6% | +24.9% | +0.9% |
| 6M | +6.4% | -21.6% | +28.0% | +6.5% |
| YTD | +8.1% | -11.8% | +19.9% | +7.5% |
| 1Y | +4.6% | -33.2% | +37.8% | +5.1% |
| 3Y | +49.1% | +24.5% | +24.6% | +42.6% |
| 5Y | +46.1% | -67.7% | +113.8% | +42.1% |
| All | +46.1% | -66.8% | +112.9% | +42.1% |
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