-83.9%
FIG vs AMBA
-10.3%
-73.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -3.9% |
| 7D | -11.4% | -2.7% | -8.8% | -11.3% |
| 30D | -17.2% | -10.5% | -6.7% | -17.0% |
| 3M | -26.6% | -26.4% | -0.2% | -26.3% |
| 6M | -9.8% | -20.9% | +11.1% | -12.9% |
| YTD | -50.1% | -14.8% | -35.3% | -53.7% |
| 1Y | -58.1% | -36.1% | -22.0% | -57.6% |
| All | -83.9% | -10.3% | -73.5% | -85.7% |
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 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