-37.4%
FIS vs AMBA
-7.1%
-30.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +1.1% | -11.0% | +12.0% | +2.6% |
| 30D | -2.2% | -23.2% | +20.9% | +1.2% |
| 3M | +2.1% | -12.7% | +14.9% | +1.9% |
| 6M | -14.7% | +11.2% | -25.9% | -19.1% |
| YTD | -35.7% | -11.2% | -24.5% | -37.2% |
| 1Y | -37.1% | -22.5% | -14.5% | -37.9% |
| 3Y | -20.0% | -1.3% | -18.7% | -27.7% |
| 5Y | -62.1% | -54.2% | -8.0% | -64.2% |
| All | -37.4% | -7.1% | -30.3% | -53.9% |
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