+233.8%
FFIV vs AMBA
+807.9%
-574.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | -9.8% | -8.1% | -1.7% | -8.4% |
| 30D | -28.1% | -10.8% | -17.3% | -26.6% |
| 3M | -20.0% | -25.9% | +5.9% | -15.8% |
| 6M | -0.1% | -13.9% | +13.8% | -0.1% |
| YTD | +29.2% | -14.0% | +43.2% | +28.1% |
| 1Y | +36.6% | -25.7% | +62.3% | +38.1% |
| 3Y | +114.0% | +21.5% | +92.5% | +88.8% |
| 5Y | +48.1% | -68.9% | +117.1% | +54.7% |
| 10Y | +142.9% | +5.2% | +137.7% | +89.7% |
| All | +233.8% | +807.9% | -574.1% | +84.5% |
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