+678.0%
FERG vs AMBA
+772.6%
-94.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.1% | -7.0% | -1.3% |
| 7D | -2.1% | -7.2% | +5.2% | -1.6% |
| 30D | +8.7% | -10.4% | +19.0% | +9.5% |
| 3M | -7.4% | -30.1% | +22.7% | -5.1% |
| 6M | -6.6% | -22.4% | +15.8% | -6.2% |
| YTD | +6.6% | -17.3% | +23.9% | +6.1% |
| 1Y | -3.6% | -35.4% | +31.8% | -2.4% |
| 3Y | +56.4% | +18.6% | +37.8% | +48.9% |
| 5Y | +67.5% | -69.8% | +137.3% | +63.8% |
| 10Y | +434.6% | +1.1% | +433.5% | +425.4% |
| All | +678.0% | +772.6% | -94.5% | +650.6% |
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