+660.4%
FERG vs AMBA
+837.3%
-176.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.4% |
| 7D | 0.0% | -11.0% | +10.9% | +0.8% |
| 30D | -10.2% | -23.2% | +13.0% | -8.4% |
| 3M | -0.6% | -12.7% | +12.1% | -0.5% |
| 6M | -6.5% | +11.2% | -17.7% | -8.7% |
| YTD | +4.2% | -11.2% | +15.4% | +3.4% |
| 1Y | -2.3% | -22.5% | +20.3% | -2.4% |
| 3Y | +48.5% | -1.3% | +49.8% | +42.9% |
| 5Y | +72.0% | -54.2% | +126.2% | +67.4% |
| 10Y | +369.9% | -6.1% | +376.0% | +361.4% |
| All | +660.4% | +837.3% | -176.8% | +631.3% |
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