+1,522.3%
FICO vs AMBA
+722.2%
+800.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.4% | +10.3% | +2.6% |
| 7D | -0.3% | -14.6% | +14.3% | +2.4% |
| 30D | +1.7% | -18.8% | +20.5% | +5.0% |
| 3M | -35.2% | -32.6% | -2.6% | -31.1% |
| 6M | -33.7% | -25.8% | -7.8% | -33.0% |
| YTD | -58.2% | -22.1% | -36.0% | -58.7% |
| 1Y | -56.6% | -36.2% | -20.4% | -55.7% |
| 3Y | -24.0% | +10.0% | -34.0% | -34.5% |
| 5Y | +86.1% | -71.6% | +157.6% | +93.6% |
| 10Y | +522.8% | -4.7% | +527.5% | +370.7% |
| All | +1,522.3% | +722.2% | +800.1% | +807.2% |
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