+126.7%
FFIV vs AMBA
+7.9%
+118.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.7% | +0.1% |
| 7D | -2.9% | +2.6% | -5.5% | -3.5% |
| 30D | -32.4% | -3.6% | -28.8% | -31.9% |
| 3M | -22.7% | -24.6% | +1.9% | -18.5% |
| 6M | -10.7% | -21.6% | +10.9% | -9.1% |
| YTD | +25.4% | -11.8% | +37.2% | +23.3% |
| 1Y | +34.2% | -33.2% | +67.4% | +38.7% |
| 3Y | +101.2% | +24.5% | +76.7% | +72.8% |
| 5Y | +42.0% | -67.7% | +109.6% | +47.2% |
| 10Y | +126.7% | +4.7% | +122.0% | +59.4% |
| All | +126.7% | +7.9% | +118.8% | +59.4% |
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