+86.1%
FICO vs AMBA
-72.1%
+158.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.4% | +10.3% | +2.4% |
| 7D | -0.3% | -14.6% | +14.3% | +2.1% |
| 30D | +1.7% | -18.8% | +20.5% | +4.6% |
| 3M | -35.2% | -32.6% | -2.6% | -31.5% |
| 6M | -33.7% | -25.8% | -7.8% | -33.2% |
| YTD | -58.2% | -22.1% | -36.0% | -58.8% |
| 1Y | -56.6% | -36.2% | -20.4% | -55.8% |
| 3Y | -24.0% | +10.0% | -34.0% | -36.4% |
| 5Y | +86.1% | -71.6% | +157.6% | +81.9% |
| All | +86.1% | -72.1% | +158.1% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling