+430.3%
FERG vs AMBA
+4.3%
+426.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | 0.0% |
| 7D | +7.2% | -2.6% | +9.9% | +7.5% |
| 30D | +17.9% | -10.5% | +28.4% | +19.1% |
| 3M | -1.3% | -26.4% | +25.1% | +1.5% |
| 6M | +8.3% | -20.9% | +29.2% | +8.7% |
| YTD | +18.3% | -14.8% | +33.1% | +17.2% |
| 1Y | +4.7% | -36.1% | +40.8% | +6.5% |
| 3Y | +70.3% | +20.2% | +50.0% | +58.5% |
| 5Y | +84.6% | -67.2% | +151.9% | +77.0% |
| 10Y | +430.3% | +5.0% | +425.4% | +437.2% |
| All | +430.3% | +4.3% | +426.0% | +437.2% |
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