-83.2%
FIG vs AMBA
-10.7%
-72.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +2.9% |
| 7D | +3.4% | +2.7% | +0.7% | +3.3% |
| 30D | -9.5% | -2.2% | -7.3% | -9.4% |
| 3M | -26.2% | -26.6% | +0.5% | -25.9% |
| 6M | +2.7% | -26.8% | +29.5% | +1.3% |
| YTD | -48.0% | -15.1% | -32.8% | -51.7% |
| 1Y | -52.0% | -32.3% | -19.8% | -52.9% |
| All | -83.2% | -10.7% | -72.5% | -85.0% |
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