+53.0%
FERG vs AMBA
-1.0%
+54.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.4% |
| 7D | 0.0% | -11.0% | +10.9% | +1.6% |
| 30D | -10.2% | -23.2% | +13.0% | -6.9% |
| 3M | -0.6% | -12.7% | +12.1% | -0.6% |
| 6M | -6.5% | +11.2% | -17.7% | -11.9% |
| YTD | +4.2% | -11.2% | +15.4% | +1.6% |
| 1Y | -2.3% | -22.5% | +20.3% | -3.4% |
| All | +53.0% | -1.0% | +54.0% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling