+602.8%
FICO vs AMBA
-7.1%
+609.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.8% | -15.9% | -16.5% |
| 7D | -19.2% | -11.0% | -8.2% | -17.2% |
| 30D | -14.6% | -23.2% | +8.6% | -10.0% |
| 3M | -20.1% | -12.7% | -7.4% | -20.6% |
| 6M | -36.3% | +11.2% | -47.5% | -41.0% |
| YTD | -44.9% | -11.2% | -33.6% | -46.8% |
| 1Y | -38.6% | -22.5% | -16.1% | -39.8% |
| 3Y | +4.0% | -1.3% | +5.3% | -10.4% |
| 5Y | +99.5% | -54.2% | +153.7% | +86.4% |
| All | +602.8% | -7.1% | +609.9% | +348.7% |
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