-54.3%
FIS vs AMBA
+0.6%
-54.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.3% | -3.8% | -5.8% |
| 7D | -3.5% | +10.7% | -14.2% | -4.8% |
| 30D | -19.4% | -5.0% | -14.4% | -19.0% |
| 3M | -31.6% | -26.9% | -4.7% | -29.1% |
| 6M | -32.5% | -21.9% | -10.6% | -32.5% |
| YTD | -56.0% | -13.8% | -42.2% | -57.0% |
| 1Y | -55.5% | -36.1% | -19.5% | -54.8% |
| 3Y | -41.3% | +21.6% | -62.9% | -49.1% |
| 5Y | -72.3% | -68.8% | -3.5% | -72.0% |
| All | -54.3% | +0.6% | -54.9% | -67.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling