+33.8%
FFIV vs AMBA
-69.7%
+103.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.1% | -2.4% |
| 7D | -0.5% | +2.7% | -3.2% | -1.1% |
| 30D | -32.4% | -2.2% | -30.2% | -32.1% |
| 3M | -25.7% | -26.6% | +1.0% | -21.1% |
| 6M | -13.5% | -26.8% | +13.3% | -10.6% |
| YTD | +21.1% | -15.1% | +36.2% | +19.8% |
| 1Y | +29.4% | -32.3% | +61.7% | +33.6% |
| 3Y | +94.9% | +19.8% | +75.1% | +65.2% |
| All | +33.8% | -69.7% | +103.6% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling