+40.6%
FFIV vs AMBA
-72.1%
+112.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -9.4% | +4.0% | -3.5% |
| 7D | -14.2% | -14.6% | +0.3% | -11.3% |
| 30D | -33.6% | -18.8% | -14.8% | -30.7% |
| 3M | -24.2% | -32.6% | +8.4% | -18.1% |
| 6M | -8.3% | -25.8% | +17.5% | -5.6% |
| YTD | +22.1% | -22.1% | +44.2% | +23.1% |
| 1Y | +26.5% | -36.2% | +62.7% | +32.0% |
| 3Y | +102.3% | +10.0% | +92.3% | +75.0% |
| 5Y | +40.6% | -71.6% | +112.2% | +43.8% |
| All | +40.6% | -72.1% | +112.7% | +43.8% |
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