+545.7%
FICO vs AMBA
+4.3%
+541.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.0% | +1.4% |
| 7D | +0.9% | -2.6% | +3.5% | +1.2% |
| 30D | +9.4% | -10.5% | +19.9% | +11.4% |
| 3M | -30.4% | -26.4% | -4.0% | -26.7% |
| 6M | -35.1% | -20.9% | -14.2% | -35.3% |
| YTD | -56.8% | -14.8% | -42.0% | -58.3% |
| 1Y | -58.4% | -36.1% | -22.3% | -57.4% |
| 3Y | -26.7% | +20.2% | -46.9% | -40.6% |
| 5Y | +88.0% | -67.2% | +155.3% | +91.2% |
| 10Y | +545.7% | +5.0% | +540.8% | +295.7% |
| All | +545.7% | +4.3% | +541.4% | +295.7% |
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