-84.0%
FIG vs AMBA
-18.0%
-66.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -9.4% | -7.2% | -16.3% |
| 7D | -17.4% | -14.6% | -2.8% | -16.9% |
| 30D | -15.9% | -18.8% | +2.9% | -15.4% |
| 3M | -34.5% | -32.6% | -1.9% | -34.0% |
| 6M | -5.0% | -25.8% | +20.8% | -8.7% |
| YTD | -50.7% | -22.1% | -28.5% | -54.0% |
| 1Y | -58.1% | -36.2% | -21.9% | -59.0% |
| All | -84.0% | -18.0% | -66.0% | -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 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