+22.6%
FIS vs AMBA
+722.2%
-699.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.2% |
| 3M | -30.6% | -32.6% | +2.0% | -27.8% |
| 6M | -35.5% | -25.8% | -9.7% | -35.1% |
| YTD | -54.4% | -22.1% | -32.2% | -54.7% |
| 1Y | -52.9% | -36.2% | -16.7% | -52.2% |
| 3Y | -38.7% | +10.0% | -48.6% | -44.3% |
| 5Y | -70.4% | -71.6% | +1.1% | -70.0% |
| 10Y | -52.8% | -4.7% | -48.0% | -60.8% |
| All | +22.6% | +722.2% | -699.6% | -14.3% |
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