-0.5%
FISV vs AMBA
-5.3%
+4.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -5.0% | -4.2% |
| 7D | -1.6% | -6.4% | +4.8% | -0.8% |
| 30D | -3.0% | -26.8% | +23.9% | +0.9% |
| 3M | -3.5% | -7.6% | +4.1% | -4.4% |
| 6M | -19.4% | +21.2% | -40.6% | -24.4% |
| YTD | -24.3% | -10.4% | -13.9% | -26.1% |
| 1Y | -62.4% | -24.4% | -38.0% | -62.7% |
| 3Y | -58.2% | +6.0% | -64.2% | -62.6% |
| 5Y | -56.5% | -53.9% | -2.6% | -58.8% |
| 10Y | -0.5% | -6.2% | +5.6% | -27.8% |
| All | -0.5% | -5.3% | +4.7% | -27.8% |
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