-70.4%
FIS vs AMBA
-72.1%
+1.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.4% | +8.2% | -0.2% |
| 7D | -21.2% | -14.6% | -6.6% | -19.8% |
| 30D | -12.1% | -18.8% | +6.7% | -10.3% |
| 3M | -30.6% | -32.6% | +2.0% | -27.9% |
| 6M | -35.5% | -25.8% | -9.7% | -35.3% |
| YTD | -54.4% | -22.1% | -32.2% | -54.9% |
| 1Y | -52.9% | -36.2% | -16.7% | -52.3% |
| 3Y | -38.7% | +10.0% | -48.6% | -46.4% |
| 5Y | -70.4% | -71.6% | +1.1% | -72.6% |
| All | -70.4% | -72.1% | +1.7% | -72.6% |
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