+49.0%
FE vs AMBA
-54.5%
+103.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | +1.9% | -11.0% | +12.9% | +2.2% |
| 30D | -1.2% | -23.2% | +22.0% | -0.6% |
| 3M | +3.5% | -12.7% | +16.2% | +3.4% |
| 6M | -6.1% | +11.2% | -17.3% | -7.3% |
| YTD | +7.6% | -11.2% | +18.8% | +7.0% |
| 1Y | +11.9% | -22.5% | +34.5% | +11.6% |
| 3Y | +48.4% | -1.3% | +49.7% | +44.1% |
| All | +49.0% | -54.5% | +103.5% | +41.0% |
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 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