-54.5%
FIS vs AMBA
-0.9%
-53.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.1% | -8.4% | -3.0% |
| 7D | -25.5% | -7.2% | -18.2% | -24.8% |
| 30D | -15.1% | -10.4% | -4.7% | -14.1% |
| 3M | -32.1% | -30.1% | -2.0% | -29.2% |
| 6M | -36.1% | -22.4% | -13.6% | -36.1% |
| YTD | -55.4% | -17.3% | -38.0% | -56.2% |
| 1Y | -53.9% | -35.4% | -18.5% | -53.2% |
| 3Y | -39.8% | +18.6% | -58.4% | -47.6% |
| 5Y | -71.1% | -69.8% | -1.3% | -70.8% |
| All | -54.5% | -0.9% | -53.6% | -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