+295.3%
FFIV vs AMBA
+837.3%
-541.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.3% |
| 7D | -1.0% | -11.0% | +10.0% | +1.1% |
| 30D | -5.1% | -23.2% | +18.1% | -0.7% |
| 3M | -4.5% | -12.7% | +8.3% | -3.8% |
| 6M | +36.5% | +11.2% | +25.3% | +30.1% |
| YTD | +53.0% | -11.2% | +64.2% | +51.0% |
| 1Y | +24.2% | -22.5% | +46.8% | +24.3% |
| 3Y | +137.2% | -1.3% | +138.5% | +117.1% |
| 5Y | +91.8% | -54.2% | +145.9% | +87.7% |
| 10Y | +215.2% | -6.1% | +221.3% | +149.5% |
| All | +295.3% | +837.3% | -541.9% | +117.5% |
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