+91.1%
FE vs AMBA
+837.3%
-746.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | +1.9% | -11.0% | +12.9% | +2.5% |
| 30D | -1.2% | -23.2% | +22.0% | 0.0% |
| 3M | +3.5% | -12.7% | +16.2% | +3.5% |
| 6M | -6.1% | +11.2% | -17.3% | -7.7% |
| YTD | +7.6% | -11.2% | +18.8% | +6.8% |
| 1Y | +11.9% | -22.5% | +34.5% | +11.5% |
| 3Y | +48.4% | -1.3% | +49.7% | +43.2% |
| 5Y | +44.8% | -54.2% | +99.0% | +41.8% |
| 10Y | +115.9% | -6.1% | +122.0% | +93.8% |
| All | +91.1% | +837.3% | -746.2% | +72.0% |
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 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