+4.4%
FICO vs AMBA
-1.0%
+5.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.8% | -15.9% | -16.6% |
| 7D | -19.2% | -11.0% | -8.2% | -18.2% |
| 30D | -14.6% | -23.2% | +8.6% | -12.4% |
| 3M | -20.1% | -12.7% | -7.4% | -20.5% |
| 6M | -36.3% | +11.2% | -47.5% | -39.4% |
| YTD | -44.9% | -11.2% | -33.6% | -46.1% |
| 1Y | -38.6% | -22.5% | -16.1% | -39.3% |
| All | +4.4% | -1.0% | +5.4% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling